I think I know what you're talking about, bro. To set up notifications, go to your profile settings, then click on "Notifications" and choose what kind of alerts you want, like mentions or new messages. It's pretty straightforward.
I've noticed that on desktop, you can adjust notification settings in the "Settings" menu, but on mobile it's a bit trickier, I think you gotta go to the profile page, then settings, then notifications. Anyone else have a better way of getting to it?