I was having the same issue, but was able to fix it by doing the following:
1st- Go to iMessages preferences: you get there by clicking iMessages and then on the top you will see where it says Messages, click that and then go down and click preferences.
2nd- Under General select "Show status in menu bar": I couldn't get it to work without doing this.
3rd- A small Messages icon pops up to the left of your WiFi info: its exact location may vary depending on what all you have installed on your computer.
I hope this helps