Check your exim.conf file to see which transports are delivering local messages. It will look something like this (from an Ubuntu machine):
mail_spool:
debug_print = "T: appendfile for $local_part@$domain"
driver = appendfile
file = /var/mail/$local_part
delivery_date_add
envelope_to_add
return_path_add
group = mail
mode = 0660
mode_fail_narrower = false
Also go look in your mail logs, somewhere under /var/log. Find where it's actually delivering the messages by finding what transport it's using to deliver them. It will be in the delivery line (the one containing "=>" to the local user) and will be of the format T=transport_name. You can look at that transport definition in exim.conf to determine where it's delivering them if you can't figure out where the emails are being delivered from the log messages.
Alternative: Every distro has the mutt MUA available as well (CentOS installs it by default). You might find it easier to install and configure mutt to read the mail spool wherever it is being delivered, than to try and re-work whatever custom changes your distro made to exim and its local mail spool delivery. Common delivery locations are:
- /var/mail/$USER
- $HOME/Maildir/
- $HOME/.maildir/
Note that the presence of a trailing slash when defining mail spools usually indicates that the mailbox is in Maildir++ format (i.e. one file per message). The absence of that slash usually indicates that the mailbix is in mbox format (i.e. one big file).