When you're using a social network, getting tagged in messages is par for the course. Unfortunately Google hasn't always made it easy to find all the times you've been mentioned. Sure, you could look back over all of your notifications, but that list gets cluttered quickly with comments on your posts, +1's, and follows.
Thankfully, Google has added a "Mentions" tab. It's situated between the "More" and "Explore" sections on the right-hand side.

Google+ Has Gained A Tab For Mentions, But It's Only On The Web For Now was written by the awesome team at Android Police.