No you don't.
You may think you do, but you don't.
I am amazed at the number of people who decide that they want to represent themselves and believe that what they need to do in response to an action by the other side is to write the judge and tell them about it.
While each state has its own rules regarding judicial conduct, one universal rules is that judges are not allowed to have contact with anyone involved in a case (in any way) outside of the courtroom or when all parties aren't present. Of course, there are a few exceptions to the rules such as when you ask for an emergency order, but these are done under carefully controlled conditions and a letter to the judge doesn't meet these requirements.
Contact with a judge outside of the courtroom or without all parties present is known as an "ex parte communication" and is absolutely forbidden in most circumstances. Even an attempt to do this can result in sanctions against you, just as they would against an attorney. The sanctions could include a monetary fine, dismissal of your case, or even jail for contempt.
If there is something you need to say to the judge there are a lot of ways to do it depending on the circumstances.
But don't write a letter unless the judge asks you to.