For that letter contained the soldier's final message should he be killed in action serving in Afghanistan. And the words that should never have been heard were read out at Sergeant Davidson's funeral to be heard by his pregnant wife, family and friends.
"If a vicar is reading this, all I can say is: 'Whoops, that wasn't supposed to happen'," he wrote.
Sergeant Davidson, 32, of the Light Dragoons, died when his armoured vehicle struck a roadside bomb on September 9.
Hundreds of mourners, including his heavily pregnant wife Samantha, attended the service at St Nicholas Church in Thorne, near Doncaster, South Yorkshire - the same church where the couple wed on August 20 last year.
In his letter, the soldier paid tribute to his wife Samantha, who is expecting their first daughter in November, saying: "Thanks for being my best friend, therapist, mother, wife and lover. I will miss you the most."
He also made a joke of his entrance music of 'Hallelujah' by Alexandra Burke and asked that his friends 'never forget me and from time-to-time have a pint for me'.
He left messages for his wife, their two sons, Jayden, three, and Jamie, two, his mum, three sisters and nana, saying: "I love you so, so much."
In a message which she had recorded to be played at the service, Samantha revealed how he had been so excited about expecting their first daughter.
Tributes from Sergeant Davidson's children, including a poignant message from his unborn daughter, were laid at the side of his coffin.
Samantha's message was played out to the ceremony where she told how he was the best father to their two boys and how he was so excited at the news they were to have a little girl.
She said she had worn the 'biggest smile' when he had proposed to her.
I met the man of my dreams, I knew I would marry this man. I have five and a half years of fun, love and memories and I will tell our children all of them. One day we will meet again, until then I am not going to let you go. Love you always and forever," she said.
More than 500 people lined the streets to watch as Sergeant Davidson's coffin, covered in a Union flag topped with his cap and belt, arrive at the church. Flowers saying 'DADDY' were laid at the side of the coffin with three little cards from each of his children, including his unborn child, attached.