Gift sent but not received?

Ask him to resend or trade it to you.

The email will have been from the person, not from SG

Just so you know, the email might not come from steamgifts itself. It might not even come from steam at all, depending on what you won. If it was a key, you may be looking for someone's personal email address, and not any that is affiliated with a company, so make sure you check for that as well. If all they did was send the key, it may hit the spam filter definitely, as I've encountered this myself where the message looked "suspicious" to their filters while sending it.