The tale is cut short in the letter (5)
I believe the answer is:
theta
'letter' is the definition.
(Greek letter)
'the tale is cut short' is the wordplay.
I cannot quite see how this works, but
an anagram of 'the' is 'het' which is located in the answer.
The remaining letters 'ta' is a valid word which might be clued in a way I don't understand.
This explanation may well be incorrect...
'in the' is the link.
Can you help me to learn more?
(Other definitions for theta that I've seen before include "Greek character" , "Letter from Greece" , "Foreign letter" , "Letter to the Corinthians" , "letter from abroad" .)