There is a notification in my phone saying that i receive a new message but when i click it, it appears to may inbox that i don't have any new messages. i cant delete that notification, every time i press the clear button it disappear, but it continue to reappear. i just want to delete it permanently.

Is it just facebook or your internet connection ??..
The Facebook Chat feature allows you to send and receive messages in real time with friends who are online.
Your chat box reveals a list of available friends you can chat with by clicking their names.
For those times when you're not up for chatting, you can choose from several different privacy options, including disconnecting Facebook Chat.
You can opt to disconnect it completely, or just partially allowing chat availability for certain people and not others.
You can reconnect in a few quick steps.
Facebook Chat Availability

Your Facebook Chat availability determines how you appear in your friends' chat lists.
When you're logged in to your Facebook account, your name appears in the chat sidebars of any friends who are currently logged in.
When you set your chat preference to available, a green box appears next to your name.
When you're available, but idle, a grey moon appears next to your name.
When you're unavailable, your name appears without an icon.

Adjusting Chat Availability
Adjust your chat availability to control the visibility of your name in friends' chat lists.
Sign in to your Facebook account and click the "Chat" box in the lower right corner of any page to open your chat list.
Click the "Options" icon in the upper right corner of the box.
Click "Go Offline" to disconnect your chat availability.
If you're using the Facebook Chat sidebar, click the "Options" icon in the upper right corner of the box. Click the "Chat" box to open the sidebar if it isn't showing up on your home page.
Click the "Available to Chat" option to delete the check mark, making yourself invisible and unavailable to chat. Click the "Limit Availability" option and use the resulting pop-up to choose which friend lists you wish to remain visible to. This allows you to chat with some friends without others knowing you're logged on.
Disconnected Facebook Chat
Once you disconnect Facebook Chat or limit your chat availability, your online presence will be invisible to other users.
You can still browse the Facebook site as you would normally.
The appearance of your chat list won't be altered by your availability; you'll still be able to see which of your friends are online and available to chat.
That is, as long as their chat availability isn't hidden or disconnected.

Your Chat Messages

If a friend attempts to message while your Facebook Chat is disconnected, the message will be delivered to your Facebook inbox.
You'll receive an on-site notification, as well as text or email notifications if you're set up for that, alerting you that you have a new message in your inbox.
Click the "Message" icon that appears in the upper left corner of any page upon signing in to your Facebook account.
Any new messages will appear in the drop-down list. Click the "See All Messages" link at the bottom of the box to access your inbox and respond to any messages.

http://www.facebook.com/help/?topic=chat

If you're using a Nokia phone, just go to your Inbox and read the unread message. If you don't have an unread message, the envelope notification you see may be an indication that you have a full inbox and you need to free up some space in your inbox for new messages to be received.

There is a way of recovering deleted facebook messages.
In order to recover a facebook conversation:
You must receive email notifications from facebook, telling you when someone sent you a message. Ex. Paul Wilson sent you a message on facebook
Click on that link.. If you have already deleted the notification, go to your deleted messages inbox (hotmail)..
(It's impossible to completely remove something from a computer!)
At the bottom of the message, you will see a link, click on the link that says :
To reply to this message, follow the link below :
ex. http://www.facebook.com/inbox.php?lh=0e5633de8d92e7fab7145ffc710260dc&
then click on : SHOW DELETED THREAD.
Done!
Hope this helped
Dr Reed

In order to recover a facebook conversation:
You MUST have received an email notification from facebook, telling you that someone sent you a message. Ex. Paul Wilson sent you a message on facebook
Click on that email.. If you have already deleted the email, check your deleted messages folder (hotmail, gmail, etc.)
At the bottom of the message, you will see a link, click on the link that says :
To reply to this message, follow the link below :
ex. http://www.facebook.com/inbox.php?lh=0e5633de8d92e7fab7145ffc710260dc&
then click on : SHOW DELETED THREAD. And you're done!
If your turned off notifications and received no email for the message, then there is no way to get it back, I'm sorry.

hi

go to messages

click on All Messages (bottom left)

now click on Inbox (Top left)

a drop down menu appears
there check to see if there are any unread messages in any of the other accounts

also in your sms/mms inbox scroll down to see if you have received any messages on an older date that you might have skipped

cheers
pls rate if this was any help

most probable reason either u just pressed ignore the moment it came in or you might have the number or number series on a black list

also check for the messae ringtone in the profiles and msg notification mode

hope this helped
cheers

pls rate the solution, thanks

well i am not so sure about what would have went wrong..but you can check if you have enabled Screened messages. In that case messages do come but they directly go into the screened messages. 

Why am I receiving a memory full notification? Memory full warning notifications are shown once the SMS memory reaches 80% full, which is 80 out of 100 SMS.
The notifications show up every time on receiving a new message. On reaching 100%, "Memory full notification" message is shown and no new messages will be received until we make space for incoming messages by deleting some from the inbox.
Memory full warning notices are shown only if "Auto Erase Inbox" is set to Off in Messaging settings (Menu -> Settings -> Messaging).
If set to On, then these notices are not shown. By default this is set to Off.

well the answer to the first question is ya you can turn the annoying notifications off. All you have to do is go to menu-settings-audio-vibe & ring detail. then u scroll down to messaging and change it to silent.(your phone may not me vibe & ring detail its watever setting you have it on (ex. loud ,vibrate,vibe then ring) and this is followed by the word detail