Okay, i'm just going to add the answers for future referance.

1) Some Characters will only reply if you have met certain requirments. For example, i found that for Cid to reply for the 4th letter, you must have already sent four letters to Alus and the 4 Old Men (possibly the others aswell, i wasn't really paying that much attention).

Anyway, Characters will always send a response straight away, there is no need to wait. Therefore, by the time you've turned of your game to stop playing, the reply has already been sent!

2) For the game to confirm friend codes, you must first go to the Moghouse, and click on Farway Friends. Aswell as checking for recived mail, this will confirm that both you and your friend have both exchanged friend codes, so you can then start sending mail to each other! When this happens, those grayed out friend codes will become white.