What is the deal with censoring letters?

Censorship of letters is almost never done except in prisons and in the military during war time. Occasionally and in very extraordinary cirstances law enforcement may get a court order to intercept and read mail, but the burden on law enforcement to demonstrate need in order to get a court order is extremely high and very difficult to meet. The "big deal" is that censorship is a violation of privacy and can be denial of free speech. I suspect that you will find a lot of information about it by a simple internet search.