Ensure moderator emails are enabled within CB > Configuration > Moderation. Next edit your user within CB > User Management and ensure your user is set to receive moderator emails. Also ensure your user has the moderator view access level as configured in CB > Configuration > Moderation (they should have at least 1 group that belongs to that view access level). If you have Admin Approval enabled you won't receive a new user notification as you'll instead get a user needing approval notification.