I got a letter like that once, it was pretty freaky actually. I was on the way to my work, a recreation center, because one of the kids forgot their jersey for the game so I went back to my house to get it and I was driving a little fast, roughly 80 and switching lanes, but smoothly and whatnot. After the game I go to my car and find a note that says:
"Consider yourself lucky. I was going to key your car. I followed you from Baldwin Ave. (about 4 miles from my destination) and you could have killed someone the way you were driving. If I catch you again, you will not be happy."
If the person had the balls to say something to me, I would have kindly listened....and then have someone keep an eye on my car so that IF they were to do anything to it, I would make sure justice serves THEM.