Official instructions say:
On the outside of the envelope, always provide a return address—preferably your own postal address. If you feel that it would be unwise to give your own address when witnessing by letter to strangers, ask the elders if they would approve of your using the return address of the local Kingdom Hall. The Watch Tower Society’s address should never be used for this purpose, as this would improperly indicate that your correspondence was sent from the Society’s offices and would cause confusion. If no return address is provided and literature is included, this too may give the wrong impression that the Society is the sender.