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It's the blue chat bubble icon with a white lightning bolt inside. You'll usually find it on the home screen or in the app drawer. Facebook Messenger includes a feature that lets its users see when their messages have been read. This opens the conversation. The message will appear in the conversation. If you see a check mark in a white circle, it means you've sent the message and it's on its way. It has not yet been delivered to the other person's Messenger. If there's a check mark in a blue circle, the message has been delivered to Messenger, but your friend hasn't opened or read it. If you see your friend's profile picture in place of the check marks, this means they have read the message.
Open Facebook Messenger on your Android. Tap the person you want to message. Type a message and send it. Look at the small icon at the bottom-right corner of the message you sent.