how do I create thank you message after e-Newsletter form is submitted?

The message that appears after submitting the form does not indicate that the download link will be sent to their email address. I want to communicate this, but can't find where to change that message. I see where you can set a page to redirect them to after subscribing, but it asks for a page ID. Is that a regular WP page (which has a slug, but no ID # that I can find), or a page that I create in the e-newletter setup? Please provide specific info on exactly where I go to do this. Thanks.