When you get a new lead that registered via the IDX, you have the option to see their activity (saved searches, hidden listings, etc).
Here's how you can get there:
Click the "Prospects" tab in the menu. There you will see every user that has registered to your website via the IDX and a summary of its activity.
If you click an user's name you'll see detailed information of their activity. Also, if the prospect has sent a message via the IDX you'll be able to read it from there.
This area is very helpful to identify what a prospect is looking for so that you can help them to find the perfect fit!