The mindfulness reminder is sent as a push notification. For this reason, push notifications must be enabled for the Calm app on your device in order to receive Calm's mindfulness reminders. Please confirm that you have push notifications enabled for Calm on your device by following the directions here.
Please note: Sometimes mindfulness reminders can take a full 24 hours to update - for example, if you were to change the time from 2PM to 5PM today, the reminder may not send a notification until 5PM tomorrow.