I'm a little confused about this one. Would this mean that an empty envelope was received or a blank letter? Blank letter was marked incorrect so I'm guessing this means an empty envelope?
Hm. This is a strange sentence for sure. Actually, I would use it talking about an e-mail message (are these even "letters" in English?) With a physical letter it is rather vague—an envelope is конверт, and I would use that if I received an empty envelope (though, a far less precise "letter" might be used in speech, I think). "A blank letter", I think, works, though, again, it sounds odd. A physical «письмо» would be a sheet of paper with a message written or typed on it: if it is blank, it is hardly a letter.
Email would be a message, not a letter. I suppose one could receive a physical blank letter if there were a blank piece of paper inside an addressed envelope, but an empty letter would suggest there was nothing at all in the envelope. The key is to know what is meant by the Russian sentence, as in the domain of possibility for the sentence.