It's from Sansa when she was captive under King Joffrey, and sent to a still-king-in-north Robb. The letter reads something like, "King Robert is dead, father tried to steal Joffrey's throne, come to King's Landing and bend the knee." So why is it important?
Well let's think a bit about this guys scheming...
(Who by the way is beginning to remind me a lot of this lovable villain)
Littlefinger is a weaker influence on Sansa when she has other allies that are closer to her than him. Even though Arya and Sansa had a little bit of a tiff this episode, they are still close. He is also well aware that Arya does not like him much, which is definitely something to be concerned about. Littlefinger is also manipulative. He is trying to find a way to get Arya mad at Sansa. How better than to bring up that at the time of their father's death by Lannister hands, Sansa was a Lannister sympathizer.
It may seem like a small feat, but Petyr may have saved his own skin with this one. If Arya rages out on Sansa first instead of him, Sansa's already growing fear of her will be immediately mounted to distrust. Thus when Arya finally comes to Sansa with some truth like, "Littlefinger betrayed father", Sansa will be like, "no you're just crazy and want to kill everyone."
Pretty genius I guess.
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