Letter folding is a whole wonderful business all on its own. The internet is full of inspiration for a myriad of ways to fold a paper into a neat looking letter, so it is easy to find a unique one you think fits best with your character.
Now, after your letter has been folded (if so only in half) you have to decide upon what to do regarding envelopes. It is fully possible to just write the address on the outside of the folded paper and send it of course, which makes it quite fun to open the mail box and see the letter there. However, the downside of this is that postal services can be rather ruthless, and the letter might arrive a bit worse for wear. Forgoing the envelope is thus very atmospheric (and inexpensive), but also risky.
If you choose to put your letter in an envelope you can either buy normal budget ones and consider the outer envelope an off-element, or you can buy fancier ones fitting the setting and your character.