Hi, and welcome to the Apple (user-to-user) Community.
Re: "My iPhone SE will not display notification when it receives a message" " ... iOS 17.2.1"
Seems you would be using iPhone SE2 or SE3 (the newest update for iPhone SE1 is iOS 15.8.3)
Wondering if updating to a more recent iOS 17 version would help ... there have been quite a few.
About iOS 17 Updates - Apple Support says iOS 17.6.1 is the latest update.
(NB: it is always wise to back-up your data before updating) ..
If you wish, go to: Settings > General > Software Updates.
Else: You could try restarting your iPhone (deletes temporary files, re-establishes connections, may update recent setting changes, or often restores order if something is not working as expected.)
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You may want to check other Settings
Eg: Go to Settings > Notifications.
Under Display As, choose how you want notifications to appear on the Lock Screen:
Under Notification Style > Messages App. Check Allow messages is turned on:
Under Alerts, choose an alert style
More info: Use notifications on your iPhone or iPad - Apple Support
How to: Change notification settings on iPhone - Apple Support
All the best :-)