A friendly note since I've seen a few folks make this mistake:
If you click "reply" or "reply to this message", you're replying to the message immediately above the link you're clicking. You're not replying to the message at the start of the thread.
So you read the thread about Joe asking where Mary is, with Fred chiming in to say he doesn't know and Amanda also saying she doesn't know. When you finish reading, at the bottom of the thread you click a "reply" link so you can tell Joe you know where Mary is. But you're clicking the reply that's on Amanda's message, so you're replying to Amanda, not Joe. Joe won't get a notice saying you replied, and may not even see your message.