Changing address before the

first letter

We sent all our immigration documents to Bufflo this April. But before we receiving the first letter, we moved to other state. I ever wrote to the officer about the new address, but receive nothing till now. My friend got the first letter in one month, I think we should receive the letter if we didn't change address. I heard government letters are not forwarded to new address. What should we do now?

Thank you for your reply.