On the right side of your page you will see "My Friend Feed" - click on that. In the first paragraph at the top is you will see an underlined link "click here" - that will take you to a page with 3 groups..... the first, people who have added you, but you haven't added them. You can do what you want from there.
I always get a message if someone has added me as a friend. If you don't, I'm not sure if this has anything to do with it, but if you edit your SparkPage, see if you have the box checked for when people leave messages on your blogs, SparkPage etc.
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