The simplest example here to think of are Facebook notifications, for example when somebody posts a comment on your status, likes your photo, or just sends you an invite to some
I have an Alert model on my site. When something happens an alert gets added and other users see the alert when they login. Important is to have a dismiss field, so a user can dismiss an alert, so the user won't see the same alert over and over again. It also has an area field, so you can connect the alert to a certain part of the website and it has a detail_link field, to give the user a link he can click on to go to see what the alert is about.