Thank You For Thank You For Job Shadowing
Dear {Colleague},
Thank you so much for letting me shadow you for the {entire day/past week/etc.}. Working alongside you not only allowed me to see how things are done in the {name of team/department}, but it also abated any worries I had about my new job.
Observing you while you {responsibilities/tasks performed} and assisting you with {tasks/projects} was a real eye-opener. I learned a lot from you and I'm confident I'll do well on my own. Thanks again!
Sincerely,
{Your Name}