If you're using Mastodon through your server's website, there are lots of options in the Notifications section which let you customse exactly what you get a notification for and how you are notified about it.
To customise your notifications:
1. On your server's website go to Notifications
2. Click the slider icon in the top right corner (three horizontal lines with sliders)
3. Scroll down to the type of notification you want to customise and choose how it notifies you