Letters provide gold for buying things like weapons and portable items, and pyroxene for creating gems.
When you select "New Game" and play through the story, letters will be delivered to you at Inns. The letter that provide pyroxene will only be delivered after you reach the point in the game where it becomes possible to create gems.

Note: Please be aware that this content may become available for purchase or for free at a later date.
Note: If an add-on finishes installing while the game is running, it will become available after you return to the title screen.