There's no legal threat here. It's all fake.
I would never live in a country (guess US) where you need a kidney to defend yourself even if you did nothing wrong.
I guess you'd have to at least suspect the letter was fake to try that, so you might miss it if that's not even on your radar.
If they are serious, they will follow it up - and you will eventually have to show up in court.
i.e. even where it isn't opaque, it is surprising how many people mess up.
(Of course that includes lawyers)
This is not just self interest. There really are a lot of hidden traps. Words almost never mean what you think they mean. If they have a lawyer and you don't, you are taking a serious risk.