I have begun to deploy contact forms and have specified my email address as the contact address. (it is the same as the admin address for wordpress) On submit of the form, I receive a confirmation message - but the test messages never actually arrive in my inbox.
Ideas on where I might be failing?
This sounds like it may be server / PHP setup related. Try installing a 3rd party plugin, like the free Contact Form 7 and seeing if that works in order to troubleshoot this.