It looks like the gun business has gotten hyper competitive in Borderlands 3 because different gun manufacturers are trying to win you over as a customer. As you play, they'll send you a mail with some awesome free weapons, as it seems like everyone wants the latest and greatest Vault Hunter to represent their brand.
How to check your mailbox in Borderlands 3
You can check your mailbox under the Social tab. Just go to the main menu and then navigate to Social. There you will see a small envelope icon on one of the tabs. It's your mailbox, and it's where you'll find all the exciting things people have sent you. Now, it's pretty easy to blurt out this, so it's a word of warning that I've seen mentioned on social media a number of times.
Before you start accepting items from your mail, make sure you have enough space to store them in your inventory. A good number of people seem to mention that they lose items if they accidentally remove something with a full inventory. Others have said that even lost games are not recovered by the mechanic.
As such, be very careful before removing anything soft from your mailbox, and make sure you have enough room in your inventory for it.
You can also only check your mailbox when you are actively in a game, so you will need to load as a character to do so.
And there you have it, everything you need to know about the Mailbox in Borderlands 3.