You won't automatically get a message telling you that you've got a reply on your own threads unless you've got a tick against 'Subscribe to all my own questions' in your profile. (To enable it, go to 'View your profile' and the 'Edit profile')
To get a message when there's a post on someone else's thread that you're interested in (including ones that you've posted on), click on 'Subscribe' next to the question. [You can also do that with individual threads of your own if you don't want to enable the automatic function mentioned in my first paragraph]