Notifications have been completely redone in iOS 5. Here's how to use the new Notification Center.
1. To activate the iOS 5 Notification Center swipe down from the top of your iOS 5 device.
2. On the Notification Center screen you'll see the weather as well as notifications about phone calls, text messages, calendar and even stock quotes.
3. When you click a notification, it opens the application for that notification.
4. To change Notification Center's settings, open your iOS device's Settings then select Notifications.
5. On the Notification Center settings screen you can opt to sort apps manually or by time. To sort manually tap the Manually label and then click the Edit button at the top of the screen. You can then then drag the notification categories up or down to your liking.
6. You can also decide what alerts you want to appear in Notification Center (weather, phone, SMS messages, etc.).
7. You can customize each app's alert settings by tapping on it in the Notification Center settings.
8. When you are using other apps, a small alert bar will appear briefly at the top of your screen. You can tap on it to go to the alert or ignore it to keep using your current app.
9. Notifications will default to being seen on the lock screen. Slide across an alert from left to right to go directly to that alert. You can't simply tap alerts on the lock-screen to go to them.