The Letter - Atlantis Side Quest
Start Location: Atlas Highlands
Quest Location: Atlas Mountains
Objective: Deliver the letter to Sheyma in Atlas Mountains
The Letter is a Side Quest in the Atlantis Expansion pack that begins by speaking with Okha in the Atlas Highlands. You can reach the Atlas Highlands by taking the boat to "Africa" from Gadir which is the primary town of the Atlantis Expansion. After talking with Okha you'll have to pick a letter up from the ground and carry it with you until you reach Sheyma later on in Africa.
Sheyma is found in the Atlas Mountains right next to the Atlas Mountains Waypoint that you can activate in Africa, a screenshot of Sheyma can be found below. All in all this is an easy quest to complete and shouldn't give you too much trouble.