The email with the login information for new users includes the following (last) line:

To change your notification preferences, please click here: http://hostname/my/account

However, Admin / Settings -> Host Name shows openproject.example.com

That is part of the “Emails footer”, which is added to all outgoing emails.

Go to http://yoursite.com/settings?tab=notifications (or navigate to AdministrationSettings>Notifications), there’s a text box you can edit.