The young Anna Freud writes so often to her father in her early years about her need to be "sensible" that one wonders just how foolishly she has been behaving up until now.

For all the affection between father and daughter, there is a great deal that is unsaid, and the collection of letters, postcards and telegrams that provides this first published complete correspondence between them, for all its fullness, can only offer tantalising glimpses.

How much Anna wants to impress her adored father is always clear, however. Perhaps that's what the "sensible" applies to: "I think I have been quite sensible," she writes to her father from Vienna when she is 15, then again several times two years later from Merano.

Sometimes she is referring to her eating habits and the fact she is putting on weight, which suggests she might have had an eating disorder; other times it refers to her relationship with her sister, Sophie, who was considered the "beautiful" one of the family and of whom her father warned not to be too jealous.

But she also had nervous complaints: severe headaches, a hint of a breakdown, residences away from the family, suggestions of a rest cure. Anna writes that she would "like so much to be sensible … I don't want to go through this again because I want to be or at least become a sensible person."

She also consults with her father about her dreams, as she is in analysis with him, and she often shares her anxieties about her first job as a teacher. These early letters are open, affectionate, sorrowful, full of striving on her part, but they're often diplomatic, too. When he warns against taking a long-desired trip to England as a certainty, for instance, she doesn't throw a tantrum, but simply responds: "I don't want to say much more about England."

It's inevitable perhaps that a great deal of this correspondence is really about Anna. It shows her growing into that "sensible" person she so wants to be, as she matures to become the woman who would take on her father's work, who would manage his business affairs for him, who would look after him in failing health.

Much of their epistolary conversation is touching in this way, especially as they share a great many personality traits: both are obsessed with ailments and physical complaints, and they watch each other's diets, often blaming themselves if things go wrong (Anna chides herself for letting her father eat butter after a stomach upset).

But as she grows in confidence, Anna also shows that she can challenge the great man in ways that perhaps others in her family would not. When Sophie dies tragically early, leaving behind a husband and two young sons, it is Anna who steps into the gap and forms a special bond with the youngest, Ernst. When she asks her father if the boy can stay with her as Sophie's husband Max cannot cope with his sons, Freud forbids it and she accepts.

But when he calls the other son Heinzl a "donkey", she not only defends him ("I am very annoyed... you have no idea how intelligent and funny he is") but she also explains the boy's behaviour ("His boisterousness is just a natural reaction to having to sit still and being tied down which he has to endure because of his crooked little legs").

It is through her relationships with her young nephews that Anna's interest in children begins, and although at this stage there is no hint of the specialist and world authority in child psychoanalysis that she will become, it's clear that it begins in love and affection and care for her family. She takes a real interest in the two boys and her letters detail how deeply she thinks about their behaviour.

Of course, she has a precedent for this, being Freud's daughter: he, too, has thought deeply about his youngest daughter and how she can be happy. He advises her against Ernest Jones, for example, who he warns will try to woo her: "He is not the right man for a more refined feminine person."

Though Freud makes his ­anxieties about Anna's path through life plain, worried that she will only be happy if she makes a good marriage like her sisters, he gradually comes to realise that her intellectual gifts have marked her out for something else, and is gracious enough to recognise them when the time comes.

And at that point, their relationship changes. The letters become about work; Freud encourages his daughter in the papers she writes and the lectures she gives.

The geographical distance between them which used to occur because he was the one travelling over Europe to speak at conferences now stretches again, but this time it is because she is the one who is in demand.

Much of their correspondence is about booking hotels, trains, arranging dates, which gives a good idea of just how peripatetic their lives could be. Again, though, this shows Freud in a better light, proud of his daughter's achievements and her career.

He may have once told her rather unhelpfully when she was a teenager that she was "a bit odd" and hoped that her own "insight" would help her "overcome it". But as the years pass, there is less of this criticism, no more gentle cajoling of "my single daughter", the one "left behind".

The love and affection between them has not changed, but now there is a new respect too.