@petebryn: Are you referring to the App Icon Badge? If so, please head to Settings > Apps > Messages > Notifications > General Notifications > App Icon Badges > On > Back > New Messages > App Icon Badges > On. You can also head to Settings > Notifications > Status Bar, and select '3 Most Recent' or 'All Notifications' to get a symbol in your status bar at the top of the screen when you receive a message. I hope this helps.
