You did start up the Mail program, right? That has to be running for the email to be processed to OmniFocus. You also have to add the address you sent the email from to the list of allowable senders in the Mail preferences in OmniFocus, and make sure you checked the radio button for the "+omnifocus" addressing style. Finally, the message has to be plain text, not rich text. Any one of these conditions not being met will cause the message to not make it to your inbox.
Also, there are characters which will cause the message text to be interpreted as project, context, date, etc. information. For testing purposes, I would stick to a simple "this is a test" subject line and empty message body, just to make sure you don't have to go looking elsewhere. Then when you have the basic mechanism working, try out all the examples in the OmniFocus Mail help page. Even if you don't plan to use them, you'll want to know what the magic characters are.