I am writing a letter, I want to mention a thing by using double adverbs.
it is really really cool, it is very very nice.
Something Like that,
is it the formal writing or not?
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From Fox Kilmeade
If you have a cloud over Europe that extends across the Atlantic throughout the summer, that is going to be very very bad news for the president.
From USA Today (though a speech)
Very early on we made spoons out of agate, very very thin and very delicate; they were Russian silver spoons where we altered some of the design to give them more shape, but they were very nice because the agate was exceptional and we made a series of those
And many more results from COCA say that it's okay. However, I think it depends on the writer's style.
Another style that I came across is worth noting. Using a 'comma' between two very's. One such instance is from the NY Times.
But it's important to understand that 0.6 percent is still a very, very low rate by any historical standard.
In your question, you are using 'very very cool' or 'very very nice' -it seems you are writing to someone in an informal way. in this context, I'm pretty sure that you can go for it! But hey, don't exceed 'two'!