Yesterday I asked my fifth question. Today when checking my profile I was told I got the badge "curious". I clicked ok and to track the next one, but the badge is not showing among the ones I got nor among the ones to track.
What do I do?
You have just been awarded with your curious badge.
Seems like in conclusion you do not only have to be curious, but a little patient as well as it can sometimes take a bit until badges are awarded/updated.
This has obvious performance reasons, as stated here on meta.SE.
More detail can be found here:
Other badges (mostly the ones which can only be awarded once, like the specialist badges) are awarded by a background process which appears to run only once a day. According to TheTXI (comment below), this seems to happen at 0:00 UTC (at least on meta), but since we don't have an official word on this, it's hard to say whether it's the same for all sites or is consistent.
So far as I see you should qualify for the badge:
And yet you don't have it.
If you ask another question or get a few more upvotes that may trigger it to get past whatever the hitch is. Maybe you aren't quite upvoted enough somewhere or something similar.