Yep, I already got the letter but Baron was not interactable. There was also a sleeping girl that I've never seen before but the characters seems to know called Kali.
You should be able to interact with the desk or the ground in front of it to start the conversation
Try going outside the arena (The area with all the pillars and soldiers) and entering the fighter's entrance .It sounds like you've already triggered the first conversation with the baron. If you've not seen it, i'm not quite sure how it's triggered.
