Obvious one is to check the spam folder. If you send to a different test email does that work? For work email addresses I have seen this happen and need to have Marketo white listed by my IT dept.
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Something that happens to us occasionally is that the sample emails "get stuck". Sometimes we won't receive a sample email until we send a second one to our email address. I'm not sure why this is, but it has happened to everyone on my team. You could give that a shot too.
Since you do not own Gmail, you won't be able to do anything on your end to help resolve this.
In order to know whether or not there is a send/delivery failure, send the email to yourself as a lead. If the email bounces, you can check your lead's activity log to see what the bounce code is.