The Duke and Duchess like to intercept the letters that Sancho Panza and his wife Teresa send back and forth to one another. They get a real kick out of seeing how two illiterate country bumpkins try to grapple with the fact that Sancho has now suddenly become the governor of an island. This, of course, is all a giant scheme orchestrated by the Duke and Duchess, and it's pretty mean for them to take such pleasure in the ignorance of others. What's even stranger about all of this, of course, is that Sancho is a pretty good governor. In a way, the joke's on the Duke and Duchess. Maybe Sancho and his wife seem funny to them, but there's way more to the Panzas than they realize.