It's not your fault, it's LiquidThreads'. Whenever anyone is watching a talk-page, they get notified of all new threads on that page — which makes sense — except that the notification says
"You have new messages" , and the only indication that the message isn't for them is a link off to the left that indicates what page the message was posted on. So it's easy for someone to get confused and wrongly think that a message is actually for them.
I saw that it was on George_Animal's page, which made it seem even stranger. I will never watch a page with liquid threads again!
Or maybe we should create MediaWiki:Lqt-new-messages to replace "There are new messages for you" with something more helpful?
How about "There are new messages on a talkpage you are watching."?
That's better, but it's not necessarily true: you're notified of updates to any thread you've participated in (unless you explicitly unwatch it), even if you're not watching the talk-page, and you're notified of updates to threads on your own talk-page, even if you're not watching your own talk-page.
Maybe "There are new messages in a thread you are watching"? That's technically true, even if the user didn't intend to watch the thread. It's still misleading in a case like this one, where the "new message" in question is actually the very first message in thread, but hopefully it's at least not confusingly misleading. (And it has the advantage of subtly implying that it's possible to unwatch the thread, which is something that the user might not otherwise realize.)