This answer assumes you’re referring to Facebook Messenger. To read the message without alerting the sender, you’ll need to disconnect from the internet by going into Airplane Mode on your phone. Read it, then close Messenger and return to the connected mode. On a computer, if you’re using Chrome, you can use an extension called Unseen, which you’ll need to download first; for Firefox, use the Add-on, Message Seen Disable. For both browser extensions, follow the instructions they provide.