Where do my OTA notifications appear?

Reservations forwarded from OTAs will show up directly in your Calendar and in your Activity view (the second tab of the calendar view). Since your calendar usually displays 2 weeks at a time (up to 2 months) you should check your Activity feed to see all the bookings that are further ahead than what your calendar shows.

Also, if there has been a modification or a cancellation request (also forwarded by OTAs) they will show up in your Activity feed. You should check the Activity feed at least once a day to see if there are any requests that don't show up in your calendar. There's also a lot of useful information about the day's activity here, including check-ins/check-outs, bookings by geographic zone, and channel.

You can read more about your Activity feed in this blog post.