I do. I think it's helpful to do so, at least for myself.

- I don't want my story to be boring and I don't want it to be a tragedy. I try to make sure it's not boring and I don't frame it as a tragic story on the whole - some of the chapters are sad and it wouldn't be a good story otherwise.

- The bad times in my life are chapters, and I allow myself to close them and move on the next one.

- It gives me a sense of self-determination. I get to choose how the story progresses: I am the author and protagonist.

- That said, it'd be a bad story full of delusions of grandeur if I felt I made everything happen. The gristle of my character development comes from the ways I respond to and address the things that are out of my control.

This reminds me of a client I had. During a lengthy delusional manic phase he felt that some "entities" were controlling time and everything that happened within his life. He said he felt that he had no free will whatsoever: everything was controlled by these entities (who wanted to ruin his life...). After he had some medication adjustments he came to look at that month as a funny chapter in his life as opposed to a strange and sad one that spun out of control and left him alienated. Perspective is everything.