Take a moment to familiarize yourself with all the features, like privacy settings, alert preferences, people you follow, etc.
I suggest to be regularly checking the New Posts link, instead of exclusively responding to Alerts. You can also subscribe to threads without participating, subscribe to various sections of forum to receive notifications of new threads or posts, unwatch threads to no longer receive alerts.
Private messages can be initiated by clicking on "Start a conversation" link on someone's profile. Everything else is pretty much self-explanatory.