Alright so ....
While i was on my way to Markarth, i randomly shouted at some butterfly in the middle of the road to pluck their wings (alchemy purpose), by the time i arrived at the stables and as soon as i finished talking with the carriage driver, a courier gave me this letter from a friend.
I was like "what, where the heck is this granite hill 😂😂?"
As far as i know, letter from a friend will be sent to you if you ONLY if you shout in cities, non word wall dungeons and settlements.
Seriously tho, in my thousands hours into Skyrim, i never knew about this.
Has this ever happened to you? 😂