like troylytle says, it's probably a game (equally possibly an uinpinned email).
So, what you've stumbled upon is one of the reasons a lot of users still cry for a dedicated notification center (sorry, lil soapbox action in your post). With WP, unless an item is pinned you will not see a notification after the fact. Unless you're staring at the screen as it comes in. Usually this isn't so bad if the app is a well used one... and pinned to your start screen. See, thats the prob, so say you have Skype, AlphaJax, or WhatsApp. Unless the app is pinned, you may get a vib, may hear a sound, but if you walk over get your phone and don't have it pinned, your app hunting for a bit to find out why.
Now, these are apps that support the live tile notifications. Some don't. So, when we look at games like Words With Friends (yea, kinda like they were forced to do it anyway), you can even have it pinned, but if you miss the toast notification and come back, the tile won't even let you know. I do love my WP, but like Android when it first came out, MS still has a lot to do on it.
Anyhoo, keep these things in mind as you go forward, pin a lot of stuff, and remind MS to make it better. Take the toasts that already are supported by default, and let them sit in a window till used. Something. Anything.