How do you know if a letter is real from the FBI?

Usually it will have the FBI seal on the paper that the letter was printed on. It will be an official looking letter. Normally you will be provided with some sort of contact information so try contacting them. If you aren't reassured by the contact you've established with the person who sent the letter and think it may be some elaborate scam then contacting your nearest FBI office and inquiring about the letter through them will be a sure way.