When I go to my PMs section, I always find the PMs in a weird order. I don't know if it's arbitrary, or if it's by name, date ascending, or whatever, but it makes it really hard for me to read my messages whenever I receive a new one.
I believe it should be sorted by default on date descending like other forums. It's bold because I do not know if there is a setting that lets me do this, but it's very annoying like I said whenever I see PMs and I have to manually sort them.
By "weird order," you might mean that the latest messages are appearing at the bottom of the list shown at the front. This was never a problem for me, as I don't receive that many messages, but recently...
I don't know if this helps, but I played around with the message section, and you can change the order of the messages you receive by clicking on the "Date" column.

We can also change the order from ascending to descending, whichever you prefer. Besides sorting by date, you can also change the order of messages by clicking on the "Subject" and "From" columns, which can also be arranged in ascending or descending order.


"Subject" and "From" won't be of great help, but "Date" will be. I am still understanding what's the meaning and purpose of "Change view" icon in the leftmost side of the images.