That depend on a few things...
1. did you order them from Disney or someone else?
2. did you book a package? If so, tickets are logged on the room key if I'm not mistaken so you wouldn't "get them" until check in
3. did you request them to be sent or did you choose will call? Sometimes people have chosen will call without realizing it.
If you know for sure you are supposed to receive them at home...I would call them right away and give them your confirmation number, etc and explain what's going on. That happened to us a few years ago...I never got our tickets and they were supposed to send replacements. They forgot to send the replacements so I had to pick them up at will call instead.