To do this, first log in to the website (not the app). Next, click on Account in the top left corner. When the sidebar appears, click on Notifications at the top.
Once you see the page that is shown below, you can click on the icons to the far right to determine how you would like to receive notifications. The key that define the icon meanings is listed across the top of the page.
Suggested settings: Start with setting "Due date, Announcement, Grading, Submission Comment, Added to Conversation and Conversation Message" to either "Notify me right away" or "Send daily summary." All others can be a weekly summary or not sent at all. *Announcements may include reminders to study for a test or other time sensitive messages, it is recommended that you keep this notification set to "Notify me right away" or "Send daily summary."