When you're using a social network, getting tagged in messages is par for the course. Unfortunately Google hasn't always made it easy to find all the times you've been mentioned. Sure, you could look back over all of your notifications, but that list gets cluttered quickly with comments on your posts, +1's, and follows.
Thankfully, Google has added a "Mentions" tab. It's situated between the "More" and "Explore" sections on the right-hand side.
After clicking on this tab, you're presented with all of the posts in which you've been tagged either in the body or the comments. It's good stuff.
For now, this tab is only visible on the web. Hopefully it rolls out to the Android app soon.