In Act Two, Scene 6, of "Romeo and Juliet," Romeo waits for Juliet in Friar Laurence's cell prior to their marriage. There he tells the friar,
Amen, amen! But come what sorrow can,/It cannot countervail the exchange of joy/That one short minute gives me in her sight/Do thou but close our hands with holy words,/Then love-devouring death do what he dare,/It is enough I may but call her name(II, vi, 3-8).
A letter to his father, Lord Montague, may have expressed similar sentiments if Romeo wrote sortly before his death. Perhaps, in this letter Romeo may have mentioned as he has in various parts of the play the role fate has played in his life. That is, writing "O I am fortune's fool," Romeo may bemoan the fateful circumstances of Friar Laurence's message of Juliet's feigned death not reaching him before he arrived at his wife's tomb. And, he may recall the words of Friar Laurence that fateful night as he tempted the fates by saying that death may do what he dare:
These violent delights have violent ends/And in their triumph die, like fire and powder/Which as they kiss consume (II,vi,9-11)
"Dearest Father, Juliet and I are that 'fire and powder.'"
My guess is that Romeo's final letter to his father would mirror his final speech in Act 5, Scene 3 of Romeo and Juliet. This speech, of course, reveals Romeo's despair in losing his Juliet and has a hint of happiness and honor in finding a final resting place near Romeo's great love. Seeing that Romeo's audience would be his father, I'm guessing that Romeo would stress the great honor in his act of sacrifice as well as the great irony in his proximity to Tybalt and Paris. Finally, in considering the number of times that Romeo and Juliet curse the dreaded feud between their families, I'm sure Romeo would include this in his final letter as well. This would, of course, be a wonderful precursor to the actual end to the feud caused by the death of Romeo and Juliet.