Notifications are lacking on steemit.com, but that's only one of many interfaces for the Steem blockchain. Check out busy.org or steempeak.com, they're much better looking and have fixed some of the notification failures on steemit.com.

Also, my favorite way to get notifications is Hive account@ginabot, but you'll need to be on Discord to use that. Many of the steem users are there, and there are dozens of steem communities there, so it would probably be worth it to make a free account there as well.