Within the Email there is an 'opt-out' option and an 'email settings' option.
The email settings option has everything ticked. Obviously I don't need everything ticked but a question one could ask is, what corresponds to the 'thank you for checking in' message.
If you click 'Email Settings'
There are many options all ticked, and a bunch below them all ticked. Here is that lower bunch.
If within the email you click 'opt out'
Then the email notifications list gets updated.
Notice "Tips on getting more out of twitter" becomes unticked.
So, it's most likely that option is the one that controls whether receiving that email.
That said, i'm going to have these ones ticked/unticked and see how it goes.