I find writing things helps to make your thoughts concrete and they start facing you instead of you facing them.
If one can face his own thoughts as something concrete, something real, something that isn’t only limited to “subconscious”, then one can make closures, and properly think things out. When you write things down, another useful thing about it is, that those words are your words, even if not perfectly written, and the process helps you articulate it better. Since the process is just slow enough to slow you down, even if only a little, the written word can help you hear yourself as you’re writing it down, hence revising your thoughts as you write. Because if the same thoughts are self-contained only in your head, you’ll “over-think it” and thus trap yourself into an endless set of arguments with yourself that won’t free you up, but entangle you in the mire of your own thoughts. Writing on the other hand gives you real words of expression, some ink on paper, and thus a start and an end. It offers viable solutions or at least closure. “For the time being I’m fine enough with where I am right now.” Because you can always return to the topic by re-reading it after a while. This gives you not only a physical medium where you store your unfiltered thoughts, which isolates them from the chaos of the mind, but also gives a way to revise them, edit them in the future, and sometimes even burn them to break away from certain times in life, thus setting you free.
That being said, there is something “transcendent” about writing down things that make you anxious, angry, or sinful if you will, and burn that thing to ashes, thus symbolically joining the real and the spiritual in an act that is more real than just “burning a piece of paper”… it can be a meta-real act. Just like the words on those papers became real as you wrote them, they stopped being a figment of one’s imagination and subconscious… in the same way they are put to ashes, burned and being made forgettable as you have them let go. This gives you a way to let go. It’s as though you make an offering, or have a pact with God, something that is real in both realms of existence.
I guess a prayer is something similar, only that it is a verbal actualization of our thoughts. The process is similar insofar as you make thoughts go out into the open by saying them out-loud. Sure, there’s a place for a silent prayer, though it seems to me, that the spoken word has more power than just a thinking word, which is boxed in from the outside world. A prayer thus is a real conversation with divine, it’s a process where one can talk in freedom. It’s the freedom of that expression that enables you the growth, the possibility to see the dangers of your path, of sin, of deceit. If you listen to yourself carefullyand even moreso if you listen to God, you’ll know what will build you up and what will put you down. It is as though you’re really talking to someone. Thus prayer is once again an act, that is real in both realms of existence: spiritual and natural.
God can thus speak to you and give you closure. God can thus direct you. He may use a person, whom you entrust with your words, or He may simply be there, give you counsel through the very medium you chose to think through.
Stories are where memories go, when they are forgotten.
— Steven Moffat