Many people find that to 'think things through on paper' allows many new ideas, insights, and attitudes to develop which otherwise might only have emerged with the help of a counsellor or spiritual director. Some people maintain a regular journal, often over many years; others will keep a journal only during a retreat or at a time of stress or decision-making.
To write a journal may not seem to be an activity of prayer but 'journalling' may help people to ask the underlying question, 'Where is God in all this?' or 'Where does it seem that God may be wanting me to go in all this?' Some may find it useful to have a written dialogue with God (or with the person of Jesus if this seems easier) because this pushes us to listen, though we must beware lest we always take our own wishes to be the voice of God - it happens all too often!