Sometimes guests send a reservation request, but no message.
If you don't see a message, go to "host" on top menu on the Airbnb website (use your computer to view the full site, not your app on your mobile phone) , then "your reservations." A recent reservation request will be at the top of your reservations list. Click on it and then you can respond.
If you see no pending reservation request at the top of your reservations list, then perhaps the guest cancelled it. Guests can cancel a reservation request and then it disappears from your account.