Yes. Click on your domain in the Control Panel and enable our spam filtering service.
We parse them and provide parameters for you to handle them as you wish. Please take a look at our user-manual(https://documentation.mailgun.com/docs/mailgun/user-manual/get-started) or api-reference(https://documentation.mailgun.com/docs/mailgun/api-reference/intro) to see more details on the parameters we provide.
You're most likely using GMail for sending your message. From GMail's documentation (https://support.google.com/mail/troubleshooter/2935079?rd=1):
Finally, if you're sending mail to a mailing list that you subscribe to, those messages will only appear in 'Sent Mail.' This behavior also occurs when sending to an email address that automatically forwards mail back to your Gmail address. To test forwarding addresses or mailing lists, use a different email address to send your message.
When a message from, say, bob@gmail.com goes through a route:
test@mailgun-domain.com -> bob@gmail.com
When this message arrives to GMail, it will have bob@gmail.com as both sender and recipient, therefore GMail will not show it.
In other words GMail does not show you messages you sent to yourself.
The other possibility is that the address had previously experienced a Hard Bounce and is on the 'do not send' list. Check the Suppressions tab of your Control Panel for a list of these addresses and remove the address in question if it is there.
Mailgun allows you to check the authenticity of its requests by providing three additional parameters in every HTTP POST request it makes. Please take a look at our webhooks documentation for more information.
There is no 100% guarantee. However, there are some good clues. Mailgun provides DKIM and SPF verification for incoming mail, which is shown in the MIME headers once spam filtering is enabled in the Control Panel. This way you can at least know if the message is coming from an authenticated server.
It's not recommended. Honestly, there are plenty of hosted email services better suited for this than Mailgun: Gmail, Google Apps, Outlook, etc. Mailgun is meant to be a tool for developers and their applications.