Q: how do I get my messages?

What kind of message?  iMessage?  Text Message?  Voicemail?

Why don't you read the manual:  http://support.apple.com/manuals/

What kind of messages, SMS, MMS, Mail, Voicemail, iMessage? Messages are located by accessing the Messages app, as well as SMS, MMS. Mail is the Mail app, and Voicemail is the Phone app.

You mean you thought the phone was "like a chat thing"? Have you ever used text messaging?

Okay, just go to Phone, Voicemail, and it will download your voicemails and you just tap on the voicemail and it will play. If you haven't set up the voicemail, it may ask for a password. You may need to check with your carrier for that password. A dialog box will pop up asking you to enter that password. This suport document may help you as well as the User Guide http://support.apple.com/kb/TS4430

http://manuals.info.apple.com/en_US/iphone_user_guide.pdf

You're welcome. Hope that helped you out.