Exceptions Not Being Thrown In Visual Studio

To reset the exceptions settings, go to Debug>Exceptions and click "Reset All."

You can also drill down and control what happens for different types of exceptions.

update

You mentioned that you are missing the User-Unhandled column. In that case, you may need to set this:

Cntrl + Alt + E (Or Debug -> Exceptions)
Then select "Reset All", that will return the default exceptions on.