Unless you turn it off in the User Control Panel, the message board will send you automated notification emails when someone sends you a private message, or when somebody posts in a thread you've subscribed to. If you aren't receiving those messages, it is not because the board is broken and not sending them out.
From time to time, we see various email providers changing the way they manage their spam-blocking "service" that results in the provider blocking all the automated notification emails that come from the board. I used quotes and italics because if they're blocking messages that you should be getting, it's not really much of a service. Also, if they're blocking stuff coming from ePlaya then they may be (well, probably are) also blocking messages from other sites and services.
When an email provider blocks those messages, I get a notification email - and while I was away over the weekend I got a ton of message delivery failure notifications. Those occasionally happen if you've been a member of the site for a really long time and the email address you signed up with is one you no longer use and has been shut down..... or if the email provider has gotten too aggressive at spam-blocking.
If your ePlaya account uses an email address from AOL, Prodigy, AT&T or any of the other regional telecom providers, you are probably affected. You can either change the email address you use for ePlaya, (go here to do that) or you can try to work with your email provider to get them to change how they block messages and to add burningman.com (and any other sites you frequent) to an approved senders list. I know, that seems like a really painful process (trying to work with the technical or customer support department of a regional telecom provider). We've tried a number of times in the past to work with these companies from our end when things flare up, but it still keeps happening from time to time.
Don't know where to go for email? There are a few companies out there offering free email services that give you more control over spam-blocking (and let you easily add someone to an approved senders list). Yahoo, GMail (from Google), iCloud (from Apple) and Outlook (from Microsoft) all work reasonably well.