I received a notification on Commons that I had received an email (first time I can recall seeing a notification like this), but I checked my email (including the spam) and the email never made it to me.
mw:Notifications appears to say that this has always been a feature, but then why is this the first time I'm seeing it? It felt like this was more likely to be a bug than something wrong with my email, which has had few issues. (I also had editors on enwp email me a few months back but never received, but I never looked into it.) My email is receiving other emails, etc.
See Also:
T130723: Specific user with Yahoo address cannot use "email this user" function (unsubscribed after 5 bounces)
T134886: Special:EmailUser emails sometimes not delivered due to bounce
T136468: Cannot send any email via "Email this user" on ru.wikipedia.org
T137337: not being able to send emails via Special:EmailUser (Yahoo / GMail)
T143981: Got a notification for an e-mail I didn't received