Dreams have been a way for spirit to communicate with us since the dawn of time. Recording these messages help you tune into this form of communication.
It also give you an opportunity to unpack your subconscious. Your subconscious is a vital party of you that connects your to the spirit realm and is responsible for much of the reality you live in.
One compelling reason for keeping a dream journal is to develop a knack for lucid dreaming, which allows a dreamer to navigate dreams in a conscious state. They are able to observe the setting and world of their dream as if they were awake, and can then control some aspects of how the story unfolds.