OK, so something isn't working, the first thing you do when troubleshooting any problem is to try and isolate the cause. Looking at the error logs is usually helps pinpoint the problem. Useful logs worth checking out:
/var/log/messages - General system error log /var/log/maillog - Mail server log /var/spool/nagios/nagios.log - The Nagios log
The tail command with appended with the -f switch is also very helpful since you can see what's going on in real-time. I usually have one SSH/Terminal/PuTTY session open just for tailing logs,it's very useful.
# tail -f /var/spool/nagios/nagios.log