This allows the message displayed to a newly subscribing user that is displayed (after clicking the confirmation link in their email) to be customised.

function subscribe_change($message) {
    // default message is 'You have successfully subscribed!'
    $message .= 'A warm welcome to my blog. I hope you enjoy my email notifications and find them useful.';
    return $message;
}
add_filter('s2_subscribe_confirmed', 'subscribe_change');