Go to SETTINGS / NOTIFICATIONS / MAIL
There are separate settings for each email address that you have configured for your phone.
Click on an email address and make sure the following settings are set:
- Notification Center: ON
- Alert Style: (ALERT if you want the iOS 4.x alert style that requires you to click to clear; BANNER of you want the small notification banner at the top of the phone that clears itself after 15-30 seconds)
- Badge App: (your choice)
- New Mail Sound: (your choice)
- Show Preview: (ON of you want to see subject; OFF if you don't)
- View in Lock Screen: ON
Repeat for each email address that is set up on the phone.