Not at all! One of our chief concerns when developing notifications was making sure we didn't pull you away from your work to check on them. To that end, when you open the notifications link, the ten most recent notifications you've received are presented. You can close this window and return to exactly where you were.
If you decide interrupting your workflow is acceptable and you'd like to see more notifications, you can click the link on the notifications window to "View All Notifications" and be taken to the complete list.
Pro-tip: You can use the link for "Manage Your Alert Preferences" in the notification window to change the type of notifications you receive, as well as how you'd like to receive them.