A story based on communication with a dead loved one via letters

Sorry if the title seems too specific. Here is a bit of context:

I am currently playing Blue Prince, which story (spoiler free information ahead, based on game synopsis) is focused on a boy that heirs a mansion from his dead Uncle, a powerful character in society. The story is full of secrets and has a "thriller" vibe, but the most touching part for me is the letters that the passed Uncle left to his nephew (you). Each letter tries to give a little piece of useful information, but it also reveals a beautiful admiration the uncle had for his heir. They sometimes contains reflections with a melancholic flavour.

As i'm approaching the end of the game, i would love to know books that are centered in this idea of someone already dead leaving messages to the main character with potentially changing the story fate. I'd rather look for thrillers, but i'm open to any genre.

Thanks in advance!

Ps: great game! Strongly recommended.