User Experience - Adding Functionality to Navigation Menu - Worth It?

I have a decision to make. Most standard navigation menus are simple. You click (or hover) and a menu appears with a list of links and each leads you directly to a new page. However, I was contemplating adding a bit of functionality to my navigation menu.

It must be mentioned that my web app is for video, although not quite the same, think youtube or even udemy as an example.

When my navigation displays, it does so without interfering with the video. What I was looking to do was just give each navigation item an extra layer. For instance, if "watch later" or "messages" are items in the navigation, you wouldn't be sent to a new page right away. You'd go down another layer where you could scan through a minimal list within the menu. You could still click to go through to the respective page, but you wouldn't be forced to as you would with a standard navigation menu.

I suppose Facebook does this with their notification icons. You can see your messages and friend requests without leaving the page. Or you can choose to "view all" and go to a new page.

I personally find this useful. But I wonder if others feel the same? I especially find it useful to have on a video site that then can't pull you away from what you are currently watching. The functionality could be enhanced further, enabling you to write a message or upload a video within the menu. I wonder if it's worthwhile implementing this for those that don't want to be forced to leave the page?

What are your guys thoughts / opinions? Anything helps. Thanks!