Our brains are tangled webs of thoughts and goals, ideas and memories, to-do lists, phone numbers, names, faces, and the plethora of things you need to remember for work tomorrow.
The purpose of a brain dump is to clear your mind. Recording all of your thoughts and feelings someplace else permits you to get it out of your brain, to stop thinking about it
There are multiple ways to do a brain dump. My favorite is to brain dump into a journal, but others use to-do lists, apps, mind maps, or even audio recordings.