I have an M20, and it turns out not to notify when a message has come in. There is no LED on this model (found that out after I bought it — didn't think to ask after such a basic function beforehand) and I can't figure out how to get the screen to turn on when notifications come in.
The notifications are definitely there but the lock screen is off unless activated. Just today I had a message sitting for over an hour before I checked. That makes the phone really no different from e-mail, in practice.
So how do I get the lock screen to turn on when it has notifications pending? I feel like I must surely be overlooking the setting every time I go hunting for it.