Some of my questions have been closed. A box appears with the title "Closed". In it the message "Private feedback for you" appears. In my email box no message from Stack Overflow appears. Is this message readable in some link in the closed thread page?
The "private feedback" for this question is the (rather obvious)
Some community members have associated this post with a similar question.
If you open the question in a private window, or in another browser where you're not logged in, you'll see this:
That banner doesn't include the 'private' part of the feedback, only shown to you and to other users with 3,000 reputation:
For a question closed as a duplicate, it isn't particularly helpful, but for community-specific ('off-topic') questions it might provide some guidance to improving the question so that it can be reopened.
This is a change in behaviour which was introduced in December of 2019. For more information, see the Meta Stack Exchange post New Post Notices are live network-wide and linked questions/blog posts there, e.g. this one.