Nosy letters to that volatile girl! (5)
I believe the answer is:
nasal
'nosy letters to that' is the definition.
'nasal' can be an answer for 'nosy' (I've seen this before). I'm not sure about the remainder of the definition.
'volatile girl' is the wordplay.
'volatile' becomes 'na' (I can't explain this - if you can you should believe this answer much more).
'girl' becomes 'sal' (feminine given name).
'na'+'sal'='NASAL'
Can you help me to learn more?
(Other definitions for nasal that I've seen before include "Relating to a facial organ" , "Rhinal" , "regarding the nose" , "of central feature" , "Of noses" .)