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If you go to user profile -> "email alerts" and enable notifications for "comments and posts mentioning me" you should start receiving notifications.
Something to keep in mind: for the batched notifications you need to run send_email_alerts
command regularly - say once a day.
Secondly - there are default settings for the alerts frequency that apply to new users - in the settings section for the email alerts.
If there are no alerts sent at all - that would indicate an issue in the configuration of email sending.