Login Password Problem

Hi

I forgot my password to one of my blogs so I pressed ‘forgot password’ and got an email.

The email said:
“To reset your password visit the following address, otherwise just ignore this email and nothing will happen.”
[followed by a link]

But when I got there the page said:
“Check your e-mail for your new password.”

The email never had my new password!
– Just a link that leads nowhere!

What did I do wrong please?

thank you