Unfortunately, the police will take one look at it and bin it. The most they will do is check to see where it originated from. Assuming it is outside of the jurisdiction, there is not a thing they can do. Apart from anything else, the police know that your average hit man doesn't write to his hits beforehand and suggests a "deal".
I find it funny that they picked on JtH who is probably least likely to be phased by such a missive. Yes others might be worried though and that is not so funny. This is why baiters waste these idiots' time. The more time they spend talking to them, the less they bother to send out new scripts because they think payday is about to arrive.