What information do we need to provide in the e-mail? I presume a simple "Hey, I'd like to pick my preorder up at Gen Con" wouldn't do it, since you'd presumably need to verify the identity of the person to tell which order to cancel shipping on.
Kevin can give a more definitive answer if he sees this, but I would assume that your name and order number would be sufficient, as long as the email came from the email address listed on the order.
And yes, if you want to pick it up, you should get that email in soon. The offer to pick up at GenCon is voided once your book goes in the mail, and they started shipping a few hours ago.