I list things to do in the area, what places serve breakfast, what places serve lunch / dinner all under a glass desktop. I also leave a few laminated menus from local restaurants. I also provide various helpful details about the room (rules, WIFI pass, etc). Guests really seem to appreciate all of the information.
No welcome note other that a small sticky note on the outside door that says "Welcome [guest name]", which I think is important for a self check-in stay because people are showing up at a strange house. I also have signs that say "Airbnb" so they know they have the right house. The personalized sticky note lets them know that no previous guest is still staying there and nobody is still inside cleaning.
Absolutely leave contact information, although I have only had one guest contact me by phone -- that was when the shower tray plumbing was backing up. Otherwise it's always by email through Airbnb. BTW don't be surprised if guests never contact you at all to let you know that they've checked in, that they love the place, or that they've checked out. With a self check-in stay most guests just want to go about their business.