Besides writing just for the sake of it or improving ones writing skills there are three different reasons to write: to convey knowledge, to express oneself or to think.
First two are obvious. They are meant for others to read. But the last one doesn't require an audience. Writing can be a powerful tool to help you think.
In the end all other forms of writing must start with the writing to think. To out it the other way around it is quite impossible to write without thinking. It's just a matter of expression and refinement if the end result will be of any use for others.
Writing to think is different than just thinking inside your head. It forces you to refine those thoughts. It can be limiting, but it can also give a whole new perspectives.
Sometimes I think ahead what will I write. I have complete sentences and paragraphs ready in my head before I have written a single word. Other times I just start writing and thing along the lines. Both ways I'm still writing those thoughts. It doesn't matter if I do it first just in my head.