Telephone the police and the fire service immediately and seek their advice. It is worth purchasing an external letterbox, which can be fixed on the wall near your front door. Internal letterboxes should be sealed. Always open letters with a letter opener, never with your finger. The edge being opened should be held away from you and from other people.
Incendiary devices can be as small as a packet of cigarettes and are usually well hidden.
The best defences are to prevent the potential bomber from gaining access to your house to plant the device and to have good fire or smoke alarms and adequate fire extinguishers or blankets. Unexpected visitors who request access to your house should always be treated with suspicion and asked for identification. If you have any doubts, they should be refused access. A security chain should be fitted to all external doors. Doors without windows should have a peephole fitted.