I once tried to.

After I've received the letter from my then pen pal, I was both enthralled by the amount of work and care they've put into said letter, as well as ashamed by the letter of my own. I've discarded my letter and never looked back into pen palling, I've got that letter of that pen pal to this day, though.

I'm ashamed that I didn't send anything back, and although one could argue that something is better than nothing, I didn't want to send such a rookie letter in response to such a carefully crafted letter, simply wasn't cool, either.

After that I've realized that "pen palling" is a craft on its own.