I am unable to find the meaning of the following phrase: "the closely written letters" (or sheets, or pages).
Within were a number of closely-written sheets of paper and some letters, most of which were addressed to...
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"Closely written" has a literal and figurative meaning. It literally means that the letters and words have been written close together so as to pack more onto the page. Figuratively, it just means that a lot of detail is contained in a relatively small amount of writing. A comparable expression is "tightly written", which means brevity but without compromising on detail.