If you're shell is bash you should unset the MAILCHECK variable. You could add this line:
to your .bashrc file for this purpose.
To verify that this is cause of the notification, first check your shell is indeed bash:
(it should say /bin/bash)
And then just verify the MAILCHECK variable is indeed set:
To read more, open the bash manual page:
and search (press /) for MAILCHECK (use uppercase).