You can suggest site-related stuff in the feedback thread, I think this idea was already suggested there a few months ago.

https://www.speedrun.com/the_site/thread/g79jt

(Correct me if I am wrong) but you can only as of now follow WRs for games right now.

If you use Android, you can receive push notifications for new player PBs on my unofficial app https://play.google.com/store/apps/details?id=danb.speedrunbrowser