Agreed. Visit http://www.icloud.com/ and select Mail.
There click on the gear wheel pointed to in red below:

Then under the preferences look at the general preferences under the forward mail. There the folders should be as assigned, and not junk. If they are junk that's why things are moving to junk. Also check the Rules to see if anything is moving to junk.
If your email is not iCloud based, go to the host of your email and see what their preferences are under their webmail page.
Note, it would really help if you posted images of your problem.
Use this guide to post images:
https://discussions.apple.com/docs/DOC-6917
And use the editor in Preview to edit out any email addresses or contact details, as those are not important. You can block them with white squares etc.