I keep a journal too. I used to write things just to keep track of relevant events in my life. But now I only use it during depression episodes. In those endless days of suffering, I look forward to ranting in my journal and of course talking to my friends here at PC. It is like aceremony to declare that another day is over, tha I can go to bed and that pain will be suspended for a few hours.
Lately I also read all my journal to make a resume of all my depressive episodes, which was useful for my pdoc to rearrange my prescription.
So I recommend journaling.