You confirmation code should be sent to the email address that you used to sign up. Here are some things to try:
Check your junk folder for the confirmation code.
Check if your mailbox is full. This will prevent you from receiving new emails. If it is full, clear out some room and then try creating an account again.
Try signing up again. Double check your email address when making an account. It's so easy to type ".con" instead of ".com".
Make sure your username is written correctly. Usernames are case-sensitive!
Did you try signing up multiple times? Try each code you receive with each username you created.