Today, I learned that Alerts and Reminders isn't available in Project (2013) Online.

 

http://social.technet.microsoft.com/Forums/projectserver/en-US/a3d80d76-7d9c-4011-8a41-e7e0ff7a8bd8/alerts-and-reminders-in-project-2013-online

Edited 2014-01-15:

But wait, there's more...