While i was going back to Whiterun to turn in a quest, i stopped off in Riverwood to see my good friend Alvor. But a courier gave me a 'Letter of Inheritance', from the Jarl os Siddgeir. Why did i get it, i'm pretty sure i dont have family members! And the name of the person who died was 'Bandit' WTF?!? why did i get the letter?

Can anyone help?

I got the same yesterday. 100 gold and the inheritance was from my "Uncle". I think there was a name too but I forgot, it was 3 AM when I got it. The Jarl of Whiterun send the courier to me though.

That sounds to me like a joke about all the nameless bandits who die everyday in Skyrim.

I got one after killing Lydia, too. For those like from one's uncle, consider that the Radiant engine.