You are correct in thinking that these sentences sound awkward because you are mismatching the tenses. The way to solve the problem is to make the tenses match. They should all be past tense.
Mismatched Tenses: "I know you are good at Chinese the first time I received your letter."
More Natural: "I knew you were good at Chinese from the moment I received your letter."
Note: "Letter" is singular, which means you shouldn't say "first time", because with a single letter there is no "second time". I changed "the first time" to "the moment" for this reason. If you meant that many letters have been said, I would say: "I knew you were good at Chinese from the first time I received one of your letters."
Mismatched Tenses: "You said that you have difficulties in having conversation with Chinese students"
More Natural: "You said that you were having difficulties with having conversations with Chinese students."