Sometimes things would come to me during the week, between therapy sessions. I didn't want to forget those things, so I would write them down. Many times our session started off with me reading out loud the notes I had written during the week about issues I wanted to address.
If writing works better for you than talking, then by all means, write! There is no right or wrong way to do this. It's all about your life and your future. Do whatever works for you.
L