Are you sure they've send it? Sometimes people write then clear it again instead of sending..
Another possibility is that they are using a font color you aren't able to see (let's say white on white background). To make sure you see their messages in whatever fontcolor or font they use you can set it to be overwritten by a font of your choice in Plus!
To do so go to Plus > Preferences & Options > Conversations > Formatting. Check the box as shown in the image below and choose your font (and font color). Click OK
Now your contacts's messages will always be shown in this font and color, no matter what they've set themselves