I received my job contract by post and also a warm welcoming letter. I have to send back the signed contract by post. Just want to know should I also include a warm thank you note? Is it professional? Or send back the contract only?
Short answer: No, you don't need to send a warm cover letter, but a brief cover letter is fine.
The letter of offer will be a form letter from HR. You only need to send back the signed contract and leave it at that.
However, if you want to you can add a short cover letter stating you have accepted the contract and you are looking forward to commencing your new position. But that's entirely up to you :)