I ask visitors to confirm their emails when they signup for the newsletter. When email confirmation button is clicked on the email, it directs the visitor to a page on my website where it says:
What kind of changes are you looking to make to this message? If you are just looking to modify the general text, you can do so under Online Store > Themes > Actions > Edit Languages. If you copy and paste the following lines individually and search it on this page, you will see the space where you can edit it.
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If you are looking to make further edits, some code changes will be required which is something a Shopify Expert can help you with.
I hope this helps. If you have any other questions, please let me know.