Your first e-mail should have a warm, personal welcome to SFI. You should give them your name and explain that you have been assigned to be their sponsor and you are willing to help in any way you can.
Give them all of you contact information and tell them to contact you with any questions or concerns they have.
Leave it at that. You will have more opportunities to send them information about SFI at other times. You do not want to overwhelm them in the first day or two.
