When using email on your website such as with Gravity Forms on WordPress you will need to configure your CPanel server to route email correctly.
1) In CPanel go to Email Routing
2) Choose "Remote Mail Exchanger"
3) Next in CPanel go to "Zone Editor"
4) Add the MX records for your domain name with the "+ MX Record" button
(These should be identical to the MX records from your Domain name DNS server)
All done, now test email to be sure everything is working as expected.