Nationless characters are able to send mail to any player of any nation.
After you have opened the mail screen, you can open any message by double clicking the title of the message. The message will open to the left of the mail screen in a seperate box. You can then collect items or gold that is attached to them by clicking them.
After you have viewed and retrieved any items attached, you may delete mail by clicking the the "delete" button at the bottom. Mail will automatically be deleted after a few weeks with or without attached items. However, you can not manually delete a mail with an item attached.