If you would like to view all your @mentions in one place, select the @ Mentions tab located in the upper left-hand side of the app, on top of the conversation list. Here, all messages that have used an @mention to mention you will appear in a list. Your most recent @mentions will appear at the top of the page.
If you would like to view and respond to that @mention in the conversation it was included in, hover your mouse over that message and click the View in conversation button that appears at the top of the conversation.