Keep this confirmation message, as it also includes instructions on how to get off the list when you want to quit. Never ever send your subscription request to the regular list address. When you do so, your subscribe command is picked up by the system and distributed to all the members of the list as if it were a contribution to the discussion - a good way to annoy hundreds or thousands of people. So, as a rule of thumb, before you send off a message to or for a mailing list, double-check the address to which it will go to, even if you have send messages to it before. Read the list for a while before posting.
Privacy policies differ between lists.
Find out if it is appropriate to copy parts of postings off the list before you do it. If you respond to a posting, pay attention to whether you are addressing the whole list or just the author. A common mistake made in mailing list interaction is the sending of messages meant only to one person to the entire list.