I'm assuming you mean Twilight Princess, even though it's my favorite game of all time, I get stumped at City in the Sky sometimes too. My best advice for you whenever playing a Zelda game. If your stumped, look up. Most of the time whenever I'm stumped in a Zelda game, The solution is just out of sight above my peripheral vision. Keep a keen eye for anything that may help you. Even the most basic solutions can be hard to notice.
Unless you're talking about the Sky Book, that's an easy quest. Just go to Shad in the underground passage to Kakariko Graveyard. After doing that, you get the letters by moving statues with the Dominion Rod across Hyrule, then go back to him.