Another 'final' letter penned to Emma is partially quoted in Jack Russell's Nelson & The Hamiltons. The sign-off is the most relevant to this thread and runs like this:
Quote:
... But your goodness of heart, your amiable qualities, your unbounded Charity, will make you Envied in the World which is to come. There will be your sure reward and where they can never hope to reach. You will not my dear friend at this moment consider these true thoughts of your worth can be with a view of adulation, for it is very possible they may be the last words ever wrote by your faithful and most attached friend till Death - Nelson & Bronte.
Your heart my dear friend may feel too much on reading this, pray do not let it, for my mind is tranquil and calm, ready and willing to stand in the breach to defend my Country, and to risk whatever fate may await me in that post of honor, but never mind perhaps I may laughing come back. God's will be done. Amen Amen."
This is dated 21st March, 1801.
Beside this, the Trafalgar letter quoted above by Tony looks positively jolly.
I'm not at all sure whether Nelson approached Trafalgar with any more morbidity than he usually did on going into battle.
The first letter he wrote to Emma after surviving Copenhagen displays a kind of pleasant surprise that he's still around and in one piece. 'Not a scratch.'
There seem to be two opposing constants for Nelson in action: that he would always win, and that he could very well die in the process.
Having said that, he seemed to be man of great faith, both in his God and his luck.
I'd guess that he had great self-reliance, trusted his feelings and instincts to a very great degree, rather than worry about what others would think or do in the same situation.
He did seem to be superstitious. I've read that he hated to sail on a Friday as it was an unlucky day. He attached meaning to his dreams, carried lucky charms, imbued the pictures he had of Emma with a kind of divine power, he refers to providence and dame fortune repeatedly.
The impact of the gypsy tale told to Kitty, if true, could have stuck in a mind like Nelson's, whereas many would have dismissed it and forgotten about it years before.
The white bird story was told (presumably by Emma) to Harrison, and does fit in with the other superstitious, fatalistic beliefs and routines HN appeared to follow.
Emma did tell Bess Foster, when Bess asked directly whether Nelson had had a premontion of his death, that he hadn't until he was actually leaving the house and came back for the last time. She didn't elaborate further, but that was on Friday 13th September 1805.
How fate and superstition tie in with his piety, within the strict lines of his faith, I don't know. It all seems to be mixed together and may be how he reconciled his relationship with Emma a 'pure and innocent' and the ending of his marriage as permissable.
How he lived his life and jusified his actions to himself whether at sea or on shore.
That's one of the fun things about Nelson. He keeps you guessing.