At the foot of the letter it says, "You can request a paper form at
www.census.gov.uk or call 0800 141 2021". I must say I am much more comfortable with a paper form and like to review what I have written. Don't know if it's possible, but ideally I would like to complete and keep the form for future reference and then fill in one online.
For those of us who still feel European, you can answer question 14, "How would you describe your national identity?" by writing "European" against the option "Other". It's a "tick all that apply", so you can answer British, English, Scottish, Northern Irish, Welsh as well.