Mail issues

Hello,
This is probably a very silly question, so forgive me ahead of time... I am a fairly new imac user.

I currently have my Yahoo mail account linked to the mail account on my iMac, however, sometimes when a new message should be popping up in my inbox, it's nowhere to be found. I then go directly to Yahoo Mail, and there it is! Any reason why this is happening and how can I fix it? I just want to open my email with up-to-date messages. Thanks.

the most likely explanation I can think of is that Mail thinks the message is Junk and has filed it in the Junk mailbox.