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When you set up your WordPress account, by default it uses PHP's mail() function to deliver messages. This can cause a number of problems when trying to reliably deliver email through your WordPress site. To get around this, you should set up your site to deliver email through SMTP. A great plugin to use for this is WP Mail SMTP.
iThemes and iThemes Hosting is in NO WAY affiliated with WP Mail SMTP or their developers. If you have any issues with this software you will need to contact their support in order to get assistance.
Once installed you can access the WP Mail SMTP plugin by going to your wp-admin area and going to Settings > WP Mail SMTP.
The most commonly used Mailer would likely be Gmail and you can find WP Mail SMTP's instructions on setting that up here. You can also find links to setting up all of the different options below: