User profile
You can manage your own user profile by clicking your name at the bottom left of the screen, then Manage profile. From there, you can update your details, change your email address, of make changes to the notifications you receive.
Notifications
To change the notifications you receive, click Update notifications.
Block sessions
If you choose to enable this notification, you'll be notified by email every time a session is blocked. The email has some key session details and a link to view the full session in the console.
This is enabled by default for the first user created in each account (i.e. the original admin user). Users invited later can enable it here if they choose.