Thank you for accepting.... Or possibly.... Thank you for connecting to/with me. You need a preposition otherwise it means something different. For example, if you are making an international phone call to a friend, and there are problems, but the operator helps you and connects you - then you'd thank the operator for connecting you (making the connection). The operator connected you, and you were connected TO your friend.

Hello, The first is correct. Well done!

The first option is correct.