My first is in "what" but not in "that". My second is in "pen" and in "bed". My third is in "man" but not in "month". My fourth is in "ten" and in "two". My fifth is in "here" but not in "bear". My sixth is three times¹ in "September". My seventh is in "frosty", "rainy" and "bright". Three times - три раза

Решение:

• My first is in "what" but not in "that". - Слово "what" имеет букву "w", которой нет в "that".
• My second is in "pen" and in "bed". - Буква "e" присутствует в обоих словах "pen" и "bed".
• My third is in "man" but not in "month". - Буква "m" есть в "man", но отсутствует в "month".
• My fourth is in "ten" and in "two". - Буква "t" есть в "ten" и "two".
• My fifth is in "here" but not in "bear". - Буква "h" есть в "here", но отсутствует в "bear".
• My sixth is three times¹ in "September". - Буква "e" встречается в "September" три раза.
• My seventh is in "frosty", "rainy" and "bright". - Буква "r" есть во всех трех словах.

Ответ: The letter 'e' (implied by the pattern of the first few clues and the answer to the sixth clue)