Take a look at the your form in the Forms Manager, and go to the Emails tab. From your description, I would assume the Subject is \"application form is submitted\" and that the Email Text section is blank or nearly blank. What you need to do is write, in that Email Text section, what you want in your email, and that includes the data - each field in curly braces. Something like this:
The form on mydomain.com was submitted as follows:
Name: {name}
Email Address: {email}
Message: {message}
Of course this is only an example - I have no idea what your form fields are or what you want to send to yourself. But if you don't put the fields in curly braces, you won't see the data in the email.
Another thing (everyone not getting the email consistently, pay attention): at least in the version of RSForms I got, the default content of the To line in the Emails tab was \"{email}\", which would send the email to whatever was filled into a form field called \"email\". Apparently the builders of RSForms assumed that every form would have a field called \"email\" in which the user would fill out their email address, and that the form designer (you and me) would want the confirmation email message to go to the user. I do not want that in my case - on my Thank You page I tell the user that their information was submitted, so that's enough. Instead, I replaced \"{email}\" with my own email address (without braces, just hard-coded). So be sure to check the To line - if it is still at the default and you have been testing the form by filling in your own address, you may not realize that the email will not always go to you when other people start filling out the form.
I hope this helps.