My friend and I found this out by accident.
Like many gamers out there, we want to play together and have fun but were unable to add each other = we can't play together!
The reason we found out was that we were in different REGION SERVER.
Under GAME OPTIONS -> ACCOUNT you will find the above screen shot location.
By default of mine, it was in AMERICA (same for my friends) but from the start I had changed it to ASIA (I always check my game options before playing games).
We added via Gamertag and Email address but it did not work.
But when my friend switched to the Asia Server, he finally received my friend notification and we can finally see each other in our friend list.
You can switch the region server anytime so no harm anyway.
And FYI in case some gamers do not know, your character are stored separately in the region servers.
For example, you have a Lv10 character in America.
But when you switched to Asia, your character list is blank (because he/she is still in America).
You will have to create a new character in order to play in that server region.
Hope it helps you guys to enjoy the game with your fellow friends =D
