I buy a lot on Ebay and also sell, and yes, little notes are nice to personalize a purchase. I also send the buyer an email once it has shipped, just so they know it's on the way. Are you using delivery confirmation when shipping? Even though it costs a little extra to purchase it, for Ebay, you want to definitely do this so you can see that the package at least got delivered to the address. It's a little peace of mind and can cover you later if the buyer might say they never got the item. I have sent items without it and not had a problem, but any experienced seller will recommend it.
I also only leave feedback either after the buyer has done so, or see that the item was delivered. Some buyers never leave feedback, which I know is frustrating when you're new. It's okay to remind them, especially since you need to get feedback built up.
One other thing-if you're selling clothing, be very clear about your return policy, whether you will or won't accept returns. I know Ebay now makes you include this in your auctions, but I've sold used clothing in the past and had someone return a dress a month after the auction looking worse than when it went out. Don't be afraid to be firm about your terms, I don't want to be negative and say all buyers are bad, but you also want to protect yourself.