The only letters Zuko ever got during time on the ship come from a girl called Ty Lee. Iroh has a vague recollection of a flurry of pink and a chiming laugh. She writes to him every year on his birthday, or at least this is what Iroh assumes. The letters always start with happy birthday, though mail is irregular at sea and often Zuko doesn't get them until months later.
The letters are written on pink paper and are covered in doodles of butterflies and flowers and are always badly spelled, but they make Zuko smile for the tiniest fraction of a second when he sees them. He will be in what passes for a good mood (for Zuko) for hours after reading one.
Today Zuko got his third ridiculously cheerful pink letter, but he doesn't seem any happier. In fact, he seems even more melancholy than usual. Iroh doesn't understand, though he tries. Zuko says she's joining the circus, as though that explained everything. Iroh presses for further explanation and eventually he gets it. It was apparently a joke they had between them when they were children.
If ever life got too miserable and cheerless and Azula too unceasingly terrible, one could always run away and join the circus.