Your default list is where they'll end up, and that can be changed from the Inbox to another list. You can check which is your default in your Settings, on the Lists tab. (See more about the default list on our site.)

Also, with Smart Add syntax, you can specify any list for the emailed task to be moved into.

Thanks Andrew, that's really useful. I did suspect it was something I'd done but wasn't quite sure what.

Remember The Milk for webOS please.