This is a common problem and there is often an easy answer. One common reason is that the mulch plug has been left in.
Double check whether or not you have left the mulch plug in (if you have one).
If the mulch plug is left in the mower, the grass can't be picked up and collected by the usual method, as the grass channel that carries the clippings to the collector is blocked by the plug. (See image below for example)
A Toro lawn mower showing mulch plug in position