I have to write a letter from George to Candy showing a sense of loss after the story has finished, please help?

I can't write the letter for you but you might consider what Lenny meant to George. Their deal to get the little farm together would certainly be off because Lenny is dead. George would have to explain that. I might consider how Lennie frustrated George but, in the end, was all he had. Recall that George tells Lenny "I ain't never been mad" before he kills him. Hope that helps a little.