There is no need to say something about Facebook if you are reading this post.
Well besides running a browser for Facebook is not the intelligent decision also you may miss any notifications if you have switched to any other window. But it will be more pleasant if an app knocks you for all your notifications even when you are working on some other tab or window.
Facebook messenger for window has all these features.
It also supports Docking the messenger to the right of your display and keeps this always on top.