Check whether you are using filters on incoming (or outgoing) messages. These could be automatically moving your messages to another destination.
Check your search view in the search bar right above the message list. Perhaps the
If you cannot see any emails at all in a folder, check that you have not maximized the message preview (so the message list pane is hidden). To do this, click
Select both
Check your folder settings. Perhaps they are set to some other folder than the folder you thought of.