Luckily, it's an easy fix: Don't use your email address(es), use only your phone number in the Send & Receive section of Message's Settings.
I can't tell you how many times I've been asked why some messages are showing up on a Mac or iPad ( $245 at Amazon), but not an iPhone - or the other way around. Most importantly, double check your send and receive settings. It's a good idea to open the Messages' Settings screen and take a few minutes to go through the various options and customize how Messages will work. IMessage is a key part of the Apple experience, and rightfully so! Here's a list of my favorite iMessage features and how to use them. To me, Apple's chat platform feels much more complete, and that's largely thanks to the huge range of useful features that go beyond just typing in a message and sending along a link.