R u on iPhone? If volume is off the button on left side of phone u won't hear anything...if that button is on go to settings/sounds change sound there...
Does the Ringtone work for calls? If so, check in the messages app on the contact that you don't hear. Tap "details" in the upper right corner > scroll down to "Do Not Disturb" and toggle off. Do that with each contact you can't hear.