Yes, you can do this.
Go to start > Control Panel > Administrative Tools > Task Scheduler
First Leftclick then Rightclick on Task Scheduler Library and select Create Task...
At Name, give it a name that is recognizable to you.
To to the tab Triggers
Press New...
At the top after Begin the task: On a schedule change this to: At log on and press OK
Go to the Actions tab and press the New... button.
At Action: Start a program change to Send an e-mail
Fill in all the forms, Attachment is optional. SMTP server has to be a valid smtp server. Choose the one from your ISP. If you don't know, google for SMTP server [name of isp]
Finally press OK
This will send an email everytime a user logs in, including yourself, so log out and back in to test if it works.
You may be able to use %USERNAME% in your message to show who is logged in. Given that I am on windows 8.1 I am not able to test this as the e-mail function is deprecated in this OS version.
Important notice: This does NOT work in Windows 8 or later, nor Windows Server 2012. Sending an email or displaying a message is a deprecated function in these OS's. Displaying a msg can be done differently using start a program msg * type message here