I just subscribed to my first thread, and 'Do you really want to subscribe to this thread?' wasn't quite what I expected. I guess the site didn't expect me to really want it.
Also, as some minor feedback, 'User: subscribe' attached to an individual post instead of the thread (e.g. near the thread page selector) is quite confusing. It makes it seem like you're subscribing to the user instead of the thread. It's not really a problem if you know what it's supposed to do, but I imagine it can be confusing to, say, new users once the feature is not talked about anymore.