SQL Agent Failed to Notify

I recently had a SQL Agent job fail, but it did not email me.  Looking at the job history, it says:

The job failed. The Job was invoked by Schedule 10 
(xxxx DB backup.Full Backup). The last step to run 
was step 1 (Full Backup). NOTE: Failed to notify 'Jim' via email.

Below is the error saying Failed to notify.

This could mean many things, email server issues, notifications not setup correctly, etc.  Just to make sure, ensure you setup SQL Server database mail correctly, if you follow this link, I show you how to do that.  Setting up SQL Server Database Mail

Ok, your database mail is setup correctly.  Lets see if the SQL Agent Alert System settings are setup correctly.  NOPE.  I forgot to enable a mail profile on the tab below.

After enabling the mail profile and selecting a Mail Profile, email alerts started to get sent correctly.

This is why you should also check your Job History regularly.  If you are expecting an email whenever a problem arises and you do not have the alerting setup correctly you are not going to be alerted and you will eventually have a disaster.