What you get notified about: Activity that involves you, Birthdays, On This Day, Close Friends activity, Tags, Pages you manage, Group activity, App requests and activity, Live Videos.
You can turn on/turn off :
Play a sound when a message is received
Play a sound when each new notification is received
How to go to Facebook Notifications Settings?
Step 1, you have to login Facebook:
Step 2, go to Facebook Settings.
Step 3, choose Notifications:
