Welcome dear
I don't know what you are looking for!
Since you got a request for friendship from Europe, it is rather good to get benefit of her country, life and all that jazz.
Respond her just like responding a new friend.
Every one knows how to deal with a situation just like yours, but I guess that you have never met any one from these countries.
By the way, you never told us how you knew that she wanted corresponding you.
It might be a wrong letter.