Why was it that the things you thought of to write while you were walking never materialized into good written things when you got back from your walk? (Good question — now actually try to answer that.) When you’re writing you’re in the midst of an idea: it is occurring even as you’re writing it. When you’re writing about a great idea you had on your walk, you are writing about something that’s already occurred. That’s reportage, which is something quite different. (Henry Miller somewhere addresses this experience.).
I often had what I thought were good ideas while I slept or half-slept and these, too, I could never get down when I sat down to write. There were times, when you slept, having fallen asleep to some good book, when the thing you dreamed of writing was infused with that thing you had read, was in every way as good as that good thing you had read but now it was your own, a dream indeed, then you had woken and sat down to write it, and it all been a dream. Yes, of course you knew that you’d been sleeping but was that beautiful vision you’d had really a complete illusion? (It was.)