Board Thread:Skyrim/@comment-12911113-20130721155207/@comment-71.8.149.193-20130721194153

I'm assuming this is directly after the quest "Dragon Rising", and your letter was a random event triggered by using your Unrelenting Force shout in a public place. In that case, the shout was from High Hrothgar, which is where you go next in the main quest (talk to Jarl Balgruuf about the dragon attack to start it). It seems to be a coincidence that they shouted that at the same time you opened your Letter to a Friend.

If none of this is the case, I have no idea what's happening.