by 'first letter of their email address', do you mean when you type a letter
into the To field? That is totally different - those are not contacts. It's
a cache of people you recently sent messages to. It is easily corrupted and
should not be relied on as a substitute for saving the addresses in your
address book.
Ctrl+A is select all, but what I meant for you to do was use the long time
windows method of selecting multiple items: select item, hold shift and
select the last item - this selects all. Use Ctrl if you want to pick and
choose. These shortcuts work in almost every windows application to select
multiple items. If you only have one name in contacts it won't do you much
good though.