How to retrieve the sender email with wp_mail()?

I’ve learned an expensive (time) lesson.
The next time I’ll want to set a contact form, I’ll first check the host servers specific configuration regarding Email settings !
Thanks to Steve North, I understood that my host doesn’t allow direct custom $headers for security reason…
But, I think that, every decent host has solutions for their customers.
So, if your are on Name Cheap (that’s my case), you can refer to this article How to configure Contact Form hosted with us

Hope that this will help others. SYA 🙂