Princess Diana’s Letter Just Two Days After Her Royal Wedding Reveals She Felt ‘Terribly Lonely’ (Exclusive)

Rare pieces that tell the story of Princess Diana’s life and give insight into the British royal family are now available for auction, including a handwritten letter penned two days after her wedding to the future King Charles.

Julien’s Auctions presents an extraordinary collection, Princess Diana’s Style & A Royal Collection, featuring over 200 historic pieces in one of the largest auctions of items that once belonged to the late Princess of Wales.

Alongside the many incredible fashion items featured in the auction, which kicks off June 26 at The Peninsula Beverly Hills, is a particularly special piece. The collection contains a handwritten, signed letter from Princess Diana to Mark Simpson, a footman at Buckingham Palace.

The letter was dated July 31, 1981, just two days after her wedding to Prince Charles.

“This is one of my favorite pieces,” Martin Nolan, co-founder and executive director of Julien’s Auctions, tells PEOPLE during our preview of the auction items.

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“It’s like a couple of days after she got married. She’d been living in Buckingham Palace as she was transitioning from being a normal person to being a royal and the future queen,” Nolan explains.

“So she had to learn from the Queen Mother and the Queen about curtsying and all that. But she had fun with Mark Simpson, the footman. And he was about the same age, a little bit older than her,” Nolan adds. “And she talks here, it speaks of how she was lonely when she was in the palace.”

The letter reads, “Dear Mark, I just wanted to thank you for all your kindness + patience you’ve showed towards me since I moved into B.P. My stay was made so much easier by your company as it was so terribly lonely + we had so many laughs for that I can’t thank you enough. Do hope you were able to enjoy Wednesday + that you liked my dress? I’m off to Britainia tomorrow, what with all those men around. I will have to keep a watchful eye on Evelyn! The bad news is that I haven’t eaten any cereal — sob. How am I going to cope without my bowls of cereal….[smiley face]. A large thank you for being you — Much love, Diana.”

The letter shows that Diana’s early days of a being a royal were “no fun,” Nolan says.

“But [Simpson] cheered her up and they had fun. And she talks about the bowls of cereal that they used to have and how is she going to do without all the bowls of cereal? So that’s a really, really great piece,” he continues, adding, “Because it speaks volumes.”

There are also a number of other handwritten notes and letters included in Princess Diana’s Style & A Royal Collection. A number of items that make up the collection have charitable components, bringing the essence of the people’s princess to the heart of the event.

“Some of the dresses that she sold when she did her own auction in 1997, she had already given away to her friends,” Nolan shares.

“So she called them up, ‘I’m doing an auction. I need that dress back.’ Isn’t that so funny? And they gave it back, of course. And it raised over $3 million for charity.”

Princess Diana’s Style & A Royal Collection begins Thursday, June 26, at 10:00 a.m. PT at The Peninsula Beverly Hills.