I am not sure if it is possible for you to see who has delegated SP to you. I believe that there is someone (or a few people) who are delegating SP to each new account. It is unrelated to the minnow support project as far as I know, but it might be someone from that community doing it - I do not know.
Having SP delegated to you increases the amount of rewards that you are able to give to other users when you upvote their posts or comments. It makes it more interesting for you and more rewarding for those whose content that you enjoy. It is a nice welcome - from whoever is doing it :)
Delegating to @minnowsupport is similar, but on a much larger scale. @minnowsupport is now capable of upvoting with a significant amount of power - resulting in much larger payouts to those being supported by it.