Call me at three o´clock in the morning, would do.
Let me know when it´s three o´clock in the morning. 
Please, let me know when it´s three o´clock in the morning. 
 not much used outside the formal parlance (written English, etc).
 "please" adds politeness, and soften requests, unless you are the boss you rather use lots of "please".
Even if you are the boss, you might gain by being being polite and not provoking resistence from the very beggining - rather than synergy.