One of the things I love about reading Jane's letters to Cassandra is that it is truly a conversation on paper between them. There are odd, disjointed little comments here and there that don't seem to relate to anything else (for example, Lady Catherine is Lort Portmore's daughter), but are clearly an answer to something Cassandra asked in a previous letter, or that Jane knew Cassandra would be wondering about, since they are so close.
The letters are full of little 'in-jokes' that no doubt set Cassandra laughing, and make me wish I knew the full reference: "You know how interesting the purchase of a sponge-cake is to me".
I also love how you can clearly see that Jane was taking whatever opportunities she had to complete the letter, but was interrupted by outings, meals, her nieces and nephews, etc. and it's clear when she puts down he pen and takes it back up again. That's probably what I love the most, because it's such a natural flow of the conversation on pen, so unlike the epistolary novels of the time. Reading a real letter makes it very clear how those novels that are in the form of supposed letters are so very unlike real letters.