once I read them they went where?
Messages you send to other people go to 'My Sent Items' (from the My Home menu choose My Inbox and then choose the 'My Sent Items' tab). They stay there for a while and then get deleted automatically, I think.
Messages you receive stay in 'My Inbox' until you delete them or they get automatically purged. You can choose to receive an email copy before a message gets purged.
Messages you send to your opponent in a game can be viewed by choosing 'Message Log' from the game-playing screen.
maxed out at six games - but I have only 5 in my games list
It takes a few hours after a game finishes for the 'games in progress' number in your profile to be updated. Only Russ knows exactly why this is
The best solution to this problem is to subscribe
is there an auto refresh feature that can be added into the site?
Short answer: no, it would chew up the site's server capacity and bandwidth. Long answer: Most people asking this question are non-subscribers, who are impatient for their next move. If you subscribe, it is very easy to get more games than you can keep up with and auto-refresh is not a priority
Meanwhile, there are a few things you could do: (1) Choose the option to receive email notification of moves waiting and make sure your email cliet alerts you to new mail. (2) Browse the forums (the Chess forum has lots of stuff to stave off your chess move withdrawal symptoms) while keeing an eye on the 'games waiting' indicator as you visit each page. (3) Nag Russ to implement the RSS feed he has been talking about for the last year or so