I've never had a problem with RS232 and the internal oscillator. However, I always use two stop bits on the transmit end and one on receive end to prevent framing errors. Don't think that is the problem here and like Ian's suggestion of sending a string once per second to check timing.
Likewise - the internal oscillators work fine, particularly at 9600 baud, which I tend to use as it's fast enough and reliable. Once you get to 115,200 thing's get a little more 'dodgy' though.
As suggested, flash an LED to check you have the clock set correctly.
But why has he suddenly stopped following the MicroChip tutorial?, and gone back to 'guessing' how his fuses are set.
Thank you for the update. All are not standby and nor stand down. It is not so easy for any newbie to learn it quickly. Don't forget only few days ago I have started working on the pic.
I wanted to post a new problem with a solution in same thread. UART is not a small topic, still I have so many doubts And I am also working on some code, when I think I can't solve the problem myself I will definitely post