To be picky, at least here in Italy, not "send a letter", but rather "send a registered letter with delivery receipt", which plainly means that you have a non-trivial cost (several Euro, I believe in Italy it is now 10 or 12 Euro) and you have to physically go to the post office to send it.
Recently many companies are (finally) allowing to use the PEC (which is a form of Certified Electronic Mail) which has the same legal value as the registered mail, but that the average citizens do not have (unless they have it for other reasons), which however has a (small) yearly cost, but that may be "dangerous" in the sense that it becomes your "legal address" so it needs to be monitored as anything that arrives there has legal value and is considered delivered to you the moment it arrives in the inbox.
The recommendation for using a certified letter is that you (as customer) have an independent paper trail to make your case should it go to court. At least in NL, a certified letter should not be required by the company itself.
In Finland cancelling rental contract can be fun, if you don't manage to contact your landlord. Your regular certified letter technically isn't enough. You need even more expensive version "registered with advice of receipt". Which is probably only way to prove in court that person received it...
Though I haven't had issues in cancelling stuff. Online services work nicely for all other stuff.
... and if we want to get even pickier (again at least here in Italy) a Law firm will likely send you not (still by certified mail with receipt) a "normal" letter (i.e. one or more sheets of paper inside an envelope) but rather a "piego" (literally "fold") i.e. the sheets of papers folded in three, with the address (and the stamp) written on the back.
The rationale is that you could claim that you received the letter, but upon opening the envelope you found just some blank sheets, with the piego there is no way to deny that it has been received.
And viceversa, there have been cases of envelopes sent intentionally with blank sheets inside, only to get the receipt and then be able to claim that "document X" has been sent within a required deadline (and actually fabricating the document later).
Recently many companies are (finally) allowing to use the PEC (which is a form of Certified Electronic Mail) which has the same legal value as the registered mail, but that the average citizens do not have (unless they have it for other reasons), which however has a (small) yearly cost, but that may be "dangerous" in the sense that it becomes your "legal address" so it needs to be monitored as anything that arrives there has legal value and is considered delivered to you the moment it arrives in the inbox.