Is it something on my server?
If you have entered all the information correctly in you CF7 form it could be - start with following:
Test if your WordPress installation is able to send emails
Try going through the “forgot password” function on wp-login.php.
Do you get the email? If you don’t you will need to rectify this.
The WordPress Codex gives some guidance on this at http://codex.wordpress.org/FAQ_Troubleshooting#E-mailed_passwords_are_not_being_received