Hello Kylie,
It is completely understandable. Sometimes we are too busy to reply to all the messages. But, we need to know which one is more important and just answer that one. So, if you’ve just received a DM and it’s still in your notifications, one of the easiest ways to read a DM without it being marked as “Seen” is to just read it through the notification blurb. If it’s a fairly short DM, you can likely read the entire message through the notification.