If you are having trouble receiving inbound messages on your Instagram channel, there are a few things you can check to solve the issue:

• You can check that you have the required permissions in the Facebook account that you have connected. You should have admin or moderator rights in order to make use of Instagram. 
• Instagram offers a few different types of accounts. Your Instagram account needs to be enabled as a business account, otherwise you cannot make use of Instagram
• Your Instagram account must be enabled to allow access to messages. In your Instagram Mobile App, you can go to Settings > Privacy > Messages. You can check that under 'Connected tools' you have switched on 'Allow access to messages'.