email won’t send

I can’t seem to get emails to send. I need to collect only one field of information – email – in order to build an email list. I’ve filled out the mail section to have each email that is submitted sent to my email address (same domain as my website) from my email address. But it doesn’t work! Every time a user submits an email, a success message is shown, but I don’t know where the data ends up and it isn’t emailed to me. Help!