Email notification when customer signs up to mailing list?

Yes, you can notify yourself when new signup, without any 3rd party apps,
it’s a little tweak. as the same as when a customer gets a welcome email when he signup.

you can use marketing automation to self-notify.
go to: marketing > automations then click “create automation”
select “custom marketing automation”
in this, you can choose as trigger: “customer created” and as action: “Send internal email”