I always have messages in my mail box.
You've already been told about the option in the control panel.
Check the email address to see if's it's correct.
Maybe you've changed emails since joining.
Also, dare I say, check the spam folder. With the links in the emails, the computer may read it as junk mail and bounce it directly to the spam folder.
I use yahoo and I can select emails to go back into the inbox if
I accidentally mark an email as spam.