Many pirates were no doubt illiterate and therefore most likely did not know any letters, much less have a favorite. However, even if the pirate in question were able to read, it is again, highly unlikely that we would be able to find out his favorite letter without asking him.
As pirates were primarily in existence two to four centuries ago, apart from modern day pirates, for example in Somalia, it is quite a ridiculous question.
I would highly doubt any pirate would have replied R.