The Mickey Mail that many people mention is a booklet sent to people who have booked a package vacation (room + tickets + in many cases a dining plan). The booklet includes confirmation of what your package includes and vouchers for discounts (such as 2 DQ admissions, mini golf, baggage ID tags, $15 voucher for Planet Hollywood, discounts for various sports and/or recreation, etc.) If you are arriving at MCO and sign up for DME, it will also include your DME vouchers and yellow luggage tags. Park tickets will not be included in Mickey Mail; those are issued at the check in counter.
If you book room only or are staying at a non-Disney owned hotel you will not receive Mickey Mail.