We're aware of an issue in version 1.22.1 where some players have not been receiving mail even if their mailbox is open and categories have been selected. We've now fixed this issue - please close and re-launch your game and you should receive mail again. 

There is also a visual issue impacting the letter categories which makes it look like your letter categories are not set. This issue is visual only and will not impact your ability to receive letters. This issue should be fixed in a future update!