Affection-consolation(-happiness-excitement!), they send. They'd give him an air hug, but they don't want to distract him.
Next is refining. It's the most personal step of the process - different for most everyone, even perfect matches might vary in the specifics at first. He can start with whichever colour he wants. The process involves focusing on feelings, sensations, and memories which the type of magic brings to mind, while holding a thread in his metaphorical grip. Cool, watery thoughts for Water, warm firey thoughts for Fire, growing, healing thoughts for Life, and so on. He can also cheat using the feel of Wanderer's magic, but of course that only works for refining Water and Air.
Eventually he'll be able to refine all the colours just by thinking of the feel of the magic itself, but it's the long way for now.
"Unless, maybe, your magic gives you a shortcut," they add thoughtfully. "If you think about the way wielding fire magic feels, while holding a thread, that might work too!"