The best thing to do first is check with the sender to make sure that they actually sent the message.

If they have sent it, here’s a list of conditions that will stop that email from getting through to you. If any of them describes your situation, you’ll find instructions on how to resolve the issue just below. Hopefully, one of these will do the trick!

Incorrectly typed email address
Is the sender using your correct email address? Just one mistyped letter will cause an email to go to the wrong address or make it undeliverable. Ask them to double-check that they entered your address correctly.

Sender’s email not functioning properly
Can this sender successfully send messages to other people? The problem could be on their end, with sending. Ask them to check.

Inbox needs refreshing ( Yahoo! Mail Classic)
New email often arrives while you're writing or reading another email. The all-new Yahoo! Mail updates your Inbox for you, so if you use it, you’ll always see new mail when it arrives. But in Yahoo! Mail Classic, you won't see this new mail in your Inbox until you Refresh or Reload the page, or return to the Welcome Screen, or click Check Mail.
Note: Yahoo! Messenger shows an alert each time a new email arrives.

One of your filters could be directing the email into a folder
If you've set up filters, the message from this sender might be going directly to a different folder from your Inbox. Here's how to check your filters:

• Click Options in the upper-right, and select Mail Options.
• Click Filters.
• See anything that might be capturing the mail you’ve been looking for?
• Note: Messages in Trash can be deleted at any time. Once messages are deleted, they're gone forever, and can't be retrieved.

You’re forwarding your mail to another email address
If you're forwarding your mail, it's going to another email address. Here's how to check:

• Click Options in the upper-right corner of the page, and select Mail Options.
• Under “Management”, click POP Access & Forwarding.
• Is the lower half of the page (Forwarding) selected? If so—and if you would like to discontinue it:
• Click the radio button for "Web and POP Access" at the top of the page.
• Click Save.

You’re blocking this user
The sender's address might be on your Blocked Addresses list. Mail from blocked senders doesn’t arrive or bounce—it’s simply discarded. Here’s how to check your Blocked Addresses list:

• Click Options in the upper-right corner of the page and select Mail Options.
• Under “Spam”, click Block Addresses.
• Scan the list for the address of the sender. If you see it, click it, then click Remove Block.

There’s a delay in delivery
Messages are usually delivered within a few minutes. Very rarely, they are delayed while in transit. This is usually due to problems on the sender's mail server, heavy Internet traffic, or routing problems. Unfortunately, aside from waiting, there's no way to know whether a message has been delayed or whether it has been rendered undeliverable. If a sender can re-send it, have them do that.

No matter what the cause, the best solution is to ask the sender to re-send the message.