You can check your Message Center in the game to see what your friends have sent you or requested from you.
Lives and keys that are sent to you are credited to your account when your friends send them, not when you check the message. The messages are there just for notification purposes to let you know when the lives were sent to you.
However, an account cannot have more than five lives and three keys. This means that if you are maxed out in the number of lives and keys already, those sent by your friends cannot be credited to your account at that time. This may be why you cannot seem to collect the extra lives.