You may be surprised at what you say. I find this is an important way to take time to process if you are going through something but need to get on with your life. Ex: you are going through a divorce and need to work and focus on your children. Rather than trying to stuff down your feelings or ignore them, try finding a space to write about these intense feelings. It will make getting through your day easier.
What you do with this piece of writing after you complete it is about individual preference. You may wish to keep a journal. Some people believe burning it is a form of cleansing. You could bury it in a nearby park and while it decays and becomes one with the earth, it is healed and released. I have also found letting the current in a river take it away or even the wind can create a feeling of release. There is no wrong way. Choose your element. See what works for you.