If someone mentioned you, but you didn't receive a push notification, make sure push notifications are enabled for mentions.
To enable push notifications:
On this screen, you can also enable or disable push notifications for other events, such as when someone comments on one of your thrill posts or when someone messages you. A toggle button that is blue and to the left indicates push notifications are enabled for the corresponding event. A toggle button that is grey and to the left indicates push notifications are disabled for that event.