Open and send a TY note, for sure.
I just had my shower and for the guests that shipped the gifts before the shower, I thanked them while I chatted with them (as well as sending the TY note right after opening.) I didn't happen to make any sort of announcement to the group about the shipped gifts. I hope they don't think i'm an assshole!
I don't like me-centered events and find it awkward to have that many eyes on me, so I think my nerves got the best of me in that moment.