Everyone feels sad sometimes. It's ok to feel sad. It's one of life's experiences. Try to feel the emotion without becoming the emotion.
I haven't done any creative writing about my experiences, but I did start a journal about a year before I left and have continued it. There is a lot of confusion and angst in the entries before I left the JWs. A lot of rationalization and self pep talks for activities I hated doing but felt were necessary. There are some I don't want to read and I don't know when I'll feel ready to go back and read them.