I built two forms and neither are sending the notifications (checked junk). Haven't found any help within this forum.
I selected Enable Email Notifications, I chose email (not routing) left the default settings and entered by email address, what more am I supposed to do?
Gravity Forms just uses the built-in WP mail function of WordPress to send out notifications.
Can you check for theme/plugin conflicts? I've seen instances where a plugin was a cause of this:
http://www.gravityhelp.com/documentation/page/Testing_for_a_Theme/Plugin_Conflict
Also, you could try the SMTP plugin perhaps, a lot of people have success with this:
http://wordpress.org/extend/plugins/wp-mail-smtp/
