Mail is for messages between players and notices from the game. The desktop's unread indicator helps you spot new messages. Open Mail and choose Inbox or Sent to find the right conversation.
Read, reply and organize
Opening an incoming message marks it as read. Reply where a reply is offered, or compose a new message with the player's name and subject. You can send a message to yourself, for example to keep an observation. System notices do not always accept replies.
Deleting an inbox message removes it from your inbox, not from every recipient or sender. Use IRC when you want a live conversation instead.
Headers and spam
Show the message header to inspect the available delivery details. An installed vSpam virus can send fictional spam from an infected server. Its header may reveal that sending server's game IP; it does not automatically identify the player controlling the virus.
A spam message is not an instruction you have to follow or a guaranteed mission lead. Use what you can verify through Interwebs and keep discoveries in context.
Game mail or real email?
Your in-game inbox is separate from account-verification and optional security emails sent to your real email address. For a missing verification email, use resend and check the spam folder. Sentinel email alerts are an optional setting, while its game alarms remain available without email.