In the site review tab right next to the help tab, it said (3) and indicates there are 3 posts to review.
I open it and all I get are zeroes indicating no questions to review.
I go back, refresh the page, and the tab indicates 3 questions to review.
I click on it and again it is zero.
Where are the questions to review? First time this has happened to me since I got the review permission.
The review queue notification isn't actually specific to you. It's a sum total of the number reviews waiting across the site for anyone. It will appear on RPG.SE anytime there's at least 3 total reviews currently in the queues.
Anyone over 10k sees it, which also means it bugs every 10k user to go empty all the review queues so it'll go away faster. :)
Consider it a sort of site health indicator. If that number's large, something big's happening, including maybe one of the Stack Exchange devs just expanded the set of questions that get auto-added to queues and a ton of old stuff went in. If the number's increasing, people aren't pulling their weight in the review queues and it's probably time to bang some pots and pans on Meta and get people moving.
As Shog9 said when talking about its purpose:
you're being given a birds-eye view of the actual state of review. It's one thing for the majority of reviewers to plow through their own tasks and move on, but someone needs to keep an eye on things to make sure stuff is actually getting done.
Other relevant meta stuff: Notify users of possible reviews on toolbar, the original feature request for this thing. It replaced a similar notification that only described the number of suggested edits.
