The letter that I received from him yesterday is very important.这样比较好,感觉比较符合英语的表达习惯.这是个宾语宾语从句?主语从句，如果是要连成宾语从句的话，你的Yesterday I received the letter from him that is very important.这种会比较好，把从句放在句尾避免头重脚轻。