If you have Confluence integrated with Jira then you can see notifications in your Confluence workbox.
Otherwise, there's a pretty interesting discussion here where there are a few workarounds where you can use JQL for it. You could very easily create a dashboard gadget with the JSQL and have your notifications show there.
Happy to clarify!
Dashboard gadgets are only available in Jira. In Confluence. In Confluence, you have macros instead.
You can create a User Macro or use the Task Report Macro to display tasks you were mentioned on, but I don't believe it would be possible to display mentions from Jira in Confluence using either method.
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