Writing has pretty much always been my catharsis, going all the way back to keeping endless journals when I was a teenager. In my case, I think it helps me have "conversations" I wouldn't otherwise have with people, face to face.
Many years back, when I was in therapy, I also had to keep a "dream journal" as a type of homework assignment. That turned out to be very effective, both as a writing exercise, as well as a way to poke around in my subconscious in a non-threatening way.