With previous iOS versions the “distribution” of iMessages (i.e. the message pops up on all your devices) was a bit hit & miss, it seems to work properly on iOS 9 though (for me at least).
HOWEVER the fact that you aren’t receiving messages on your phone i.e. your primary device makes me think that possibly it isn’t set up to send/recieve iMessages and/or your phone number isn’t linked to your iCloud account. So what I think is happening is you are sending a regular text message to your colleague (who has an iPhone/iPad right?) and they are sending an iMessage back which your phone isn’t picking up but your iPad is. Maybe.
If this is what’s happening the solution is to go to “Messages” in “Settings” on your iPhone and ensure ‘iMessage” is turned on. Then scroll down to “Send & Receive” and make sure your actual phone number (as well as your email address) is listed under “You can be reached by iMessage at”