Blogger Question

This may be an easy question for you more experienced bloggers out there.  I had an email from 1 of the followers on my "Playing with Art" Blog.  Saying they don't get an email when I make a new post.  So, I guess my question is multi-faceted..

1. Should they get an email, and if not, what is the benefit of following?

2. If they should, could it be one of my settings that is wrong, or something they have set.

 

Thanks in advance for any replies. :)