[exim] Exim4 not creating and/or receiving incoming mail...

I am not sure which one is the real problem as I see nothing in my
incoming logs regarding any messages about incoming mail. I know that
whenever I try to send anything to my server it eventually bounces and I
cannot figure out why. I have checked my settings about a dozen times and
that doesn't seem to be the problem. If I remember correctly Exim4 should
create a directory for the user that is receiving the mail in
/var/mail/$username and yet I am seeing nothing in /var/mail except a file
called 'mail'. What am I doing wrong?