It's a language string. The language string should allow HTML as well so you can freely modify it either directly (changes lost on each update) or using a language override plugin below.
www.joomlapolis.com/forum/6-news-and-publicity/227556-cb-language-override-video-tutorial-resources
Note CB 2.1 will finally have language override GUI so the above is a temporary workaround for such a missing feature.
I suppose you could also use onAfterSaveUserRegistration to output a message. That trigger is fired after the entire registration process is complete and just before the message you're seeing.