Grammar-wise, the correct sentence is:

Je veux vous informer que ma date d’arrivée est le 03/03/2020.

Je veux vous informer is correct but maybe not the best formulation. This is a matter of opinion, but I’d recommend one of those two:

Je vous informe que …

Je tiens à vous informer que …

For the end of you mail you can use:

Cordialement,

[your name]

It’s commonplace and works in almost every situation. Teachers and students use it all the time.

TL;DR

A good way to say that would be:

Bonjour Monsieur, Je vous informe (or Je tiens à vous informer) que j’arriverai le 3 mars 2020.

Further explanation

• “Je veux vous informer”: Although it is gramatically correct, that wording is really uncommon. “Je vous informe” is factual but maybe a little too artificial. “Je tiens à vous informer” is a little more cordial (while still being very formal).
• “ma date d’arriver est 03/03/2020”: Firstly, if you really want to keep that formulation, you need to change “arriver” (i.e., to arrive) by “arrivée” (i.e., arrival), but you can also change the phrasing like I did. Secondly, in French, if you’re not filling an administrative form, it is usual to fully write the date.

1. “arrival” translates to “arrivée“.

2. It’s also very common in polite speech and with verbs like “vouloir”,”exiger”,… to use conditional tense. So “Je voudrais” instead of “Je veux” (but the latter stays correct though)

3. In French we also introduce dates with an article.

4. This one is more of a remark: technically you wouldn’t capitalize the “Je” as it comes after a comma (grammatical rule), but then typography kicks in and it is the usage that you capitalize (more info in this question)

So your sentence would then turn into:

Bonjour Monsieur, Je voudrais vous informer que ma date d’arrivée est le 03/03/2020.

Side notes:

• In order to avoid any ambiguity you might want to write the full date like “3 mars” ou “3 mars 2020” if the year isn’t obvious. Of course with your example this isn’t an issue but there could be a misunderstanding with 3/4/2020 which means (at least usually in France in Belgium) 3rd of April but in the US (and UK?) 4th of March. Note also we don’t capitalize month names in French

• You could use the future tense also: ma date d’arrivée sera le…

And finally… welcome to Belgium! ^_^