Hi,
Firstly congrats on your baby girl!!! And well done for doing it on your own.
Your ex is way out of line, threatening you about the custody thing. Obviously he is not paying child support right now, so it seems he's unlikley the doting dad, otherwise he would happily contribute to your daughters upbringing and spent lots of time with her. Child support is there for a reason, and you shouldnt have to be intimidated to not go for what is rightfully your childs'. You should really consider going for this, its hard enough bringing up a child alone without having finacial strain on top of everything else.
On the subject of the Grandparents, you should tread carefully as you dont really know them, or how they will react. However its clear to see form the other replies that most people would want to know they had a grandchild.
A letter would be the best way, if you were going to go for it. Maybe include a photo. I wouldnt include the paternity test, as that kind of suggests you dont think they will believe you, and sort of makes a judgement about them as people. As long as your intentions are just that your daughter knows that part of her family, and it isn't to get to your ex, its a good idea. I would start writing down some ideas, and I'm sure you'll get an idea of how to start it. One tip though - dont say anything negative about they're son - not going to win you any fans!!!
As for him - dont let him bully you. Stay strong, it sounds like you have all the qualities of being a great mum!
Let us know how you go
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