There are many variables, but at first, for your contact form are you using one of the mainstream emails like gmail @yahoo, @hotmail? or are you using a custom domain @yourdomain.com? If using a custom domain, who hosts your emails (e.g. godaddy, siteground, g suite/workspaces)?
Check this thread, there could be a few possible solutions.
You have set up the correct email in settings: https://help.shopify.com/en/manual/intro-to-shopify/initial-setup/setup-your-email
Hope it helps!