According to Cambridge dictionary

We don't use lately for single events that happened recently

I had a strange experience lately wrong

But in my grammar I found a sentence

I had a letter from him lately.(nothing else is given about this sentence it is just an example)

  • Define recently. (It's open to interpretation. I see no reason to say that the sentence is wrong when talking about something that happened yesterday—or even earlier the same day. Uncommon perhaps, but not wrong.) – Jason Bassford Jun 4 at 19:51

The example in your grammar book is not a good example of English. It is not ungrammatical, but could be better phrased as "... recently". I would prefer to give more specific information, for example, "... last week"

Some good examples would be:

I had a letter from him last week.

I haven't had any letters from him lately.

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