I don’t understand what “get questions” means. It’s not clear whether you meant that you would receive questions from someone else. I would also be unsure if you are actually doing the task yourself or subbing it out to some cheaper person.
Initially I would respond to receiving a new project with something like, “looks like an interesting project, many thanks. I will now do some initial research and if need be I’ll follow up with some questions to make sure we’re on the same page with regard to scope, time frame and deliverables. Thanks again for assigning me to this task”.
People always want to hear thanks from their bosses for their work but not that many people are thankful to their bosses for giving them opportunities to do interesting projects. If you are, then that’s very good. We all want to receive some expressions of gratitude now and again. But if someone makes a business they hear very little thanks. I have yet to see the tax office send a thank-you note for the taxes this business owner pays into the economy, even though that’s the take home pay of all the tax office officials.