Congratulations on taking the plunge it's not easy! If you do want to send the person a note, just click on their name and you should be able to send them a PM. However, if they do not subscribe to the main site's PM or are a gold or platinum member, they may not be able to see it.
One of the things I try to do is click on their name which takes me to their profile and shows all the stories they have on the site, then I'll leave a comment on one of theirs.Though this week's story won't show up on the profile until next week when the winners are announced, it's still a way to leave feedback on previous articles.
Giving feedback is a great way to say thank you, plus I've learned so much from giving feedback. When I discover what does or doesn't work for me in others then I can take that and apply it to my own writing. For example it can be monotonous if every line starts with a characters name. I never realized I did that until the challenge.
The brick tossing that Jan mentioned is another great way to get feedback. You have to wait til the judging is done,(usually over the weekend) but then you can go here and leave a link: viewforum.php?f=56