In the letter to his old pal, what concerns does Jimmy express?

In a letter to his old friend, Jimmy expresses a few concerns. First, he no longer wants or needs the tools of his old trade. His chief concern is that the tools go to someone he can trust. This is why he wants his old friend to meet him; Jimmy doesn't want his tools to get into the wrong hands. Ironically, he doesn't want other criminals to profit from his tools, only his chosen inheritor (who is presumably a thief as well).
Jimmy also has another concern: he no longer wants to continue with his old life because he is getting married. He is in love and writes that he will get married to the "best girl on earth" in two weeks. It is likely that Jimmy does not want his new wife to come across the tools of his old trade. So, Jimmy wants to rid himself of his tools before the wedding day.
Also, Jimmy wants to move west and doesn't want any memories of his old life to follow him. With the tools gone, he will have made a clean break of it. He can then begin afresh, with his future before him.