Okay, so i got my forum up and running yesterday, but when i register (or anyone else) their not stated as "valid" so i have to do that myself, i believe xenforo is supposed to send an email where they can confirm it? It doens't for me.
If you are using the default PHP mail function and there are no errors in the ACP, then this means the emails have been handed off to the server.
At that point XenForo is no longer involved so you would need to check the mail server log to see whether they are being sent or not.
Your host should be able to help with that if you are unsure how to check the log.
If they are being sent then it could be any number of reasons why they aren't being delivered.
This resource should help: Dealing with spam filters