Interested to know too... I sent one to someone here last week and have no idea if it has been opened or not...

 

With phpBB (the old forum software), you could tell by checking if the message you'd sent was still in your outbox. If in outbox, it's not been read yet, if no longer there, it's been read.
Don't know if it's the same with vBulletin.

 

You're supposed to be able to tell the status of the message by the following icons................

Unread Message
Read Message
Replied-to Message
Forwarded Message

However, they don't seem to work

 

I think these are meant to indicate which messages you have read or not, like your email inbox, not whether a sent message has been read or not.

You can request a read-receipt when you send a new message, but looks like it's too late if you've already sent it.