Hey PanzerSoldat,
Are you sending an iMessage or SMS to each other? To learn more about the difference, check out this article: What is the difference between iMessage and SMS/MMS?
If it's an iMessage, then try closing out of the Messages app and then reopen it. Once the app is opened again, have the contact send the same message again to see if you can receive the message without the blank bubble or question mark.
Also, make sure that your device is running the latest version:
1. Check for any updates for your iPhone: Update your iPhone, iPad, or iPod touch
2. If there are updates available for your iPhone, be sure to back up the device before updating: How to back up your iPhone, iPad, and iPod touch
Let us know how it goes!
Best regards.