I just did my first collage this week in therapy. It proved to be a very beneficial exercise.
As with you, the pictures almost placed themselves, and it was in that placement that I learned so much about what was going on in that head of mine. Who was looking at whom, what was going on, what ended up next to what.
I don't know, but maybe there is something to this whole subconscious thing...
I debated over whether to show it to my therapist, but in the end decided that I would share it with him. I think he learned a lot from it as well.
All in all, when I've got something bugging me, but just don't have the words to describe it - this is definitely the approach I'm going to take from here on out.
It worked for me.