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Check whether you are using filters on incoming (or outgoing) messages. These could be automatically moving your messages to another destination.
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Check your search view in the search bar right above the message list. Perhaps the Show dropdown list is set to a filter like Read Messages, or the text input filed contains some value. Click the broom icon to clear the search field.
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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 ViewPreviewShow Message Preview.
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Look in the Junk folder. Messages that are marked as Junk disappear from the original folder and are moved to the Junk folder.
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Click EditShow Deleted Messages to make sure all messages are visible.
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Check your default folder under EditPreferencesEmail AccountsEditDefaults. Perhaps it is set to some other folder than the folder you thought of.