This is an insightful process, simply pay attention to the thoughts and daydreams that naturally arise in your mind and write them down, whatever their nature. It provides an outlet for busy minds and practice for listening to one's own thoughts. Sometimes private or unexpected material arises (as freudian slips or emergent subconscious thoughts), simply write that down too. At regular points review what you've written down and discard what you don't want to keep.
I've come across insights into subjects like love, memory, intimacy in human relationships, identity, and more.
May this be of use to you.
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Life is Painful. Suffering is Optional. Keep your face to the Sun and never see your Shadow.