Crystal--many of us want to think that our relationship with our T is more than therapeutic. So, any caring gesture on the T's part gets analyzed and magnified. The letter your T wrote is special, especially if she said that she loves you. But it doesn't mean you and she have a relationship outside of therapy. It means she has a special place in her heart for you.
Is it scary because you're not used to anyone loving you just for being you? Even when you are not seeing her any more, you have that letter to hold to. You also have your memories. No one can take those away.