I'm in Italy. Most people I know have been pirating movies, series and games [1] for 20+ years, via torrents and eMule (yes, eMule is still big in Italy), and nobody ever received any letters.

But there's a big exception: as soon as you start pirating soccer, they're going to come after you.

[1] I've personally stopped pirating games a long time ago, because it's just easier and safer to buy them on Steam or GOG. Gaben was 100% right when he said "Piracy is almost always a service problem".