In the Messages panel the list box that would contain any messages may have a blank message there. This is not expected, but it may be the case. If you click at the top of that list box does a selection occur as if the box contains a row of data even if it has no text? The messages panel should remain hidden if you close it unless there are messages so I'm guessing that a blank message exists. Does this happen with all queries on all databases? You could spool SQL to screen (Database menu| Spool SQL|Spool SQL to Screen) and run your query. Does anything show in the spool log indicating an error with your SQL or any other SQL that Toad is running?
Michael