To an INFJ, getting their feelings out there is important. Since they use Fe and not Fi, they are often acutely aware of other’s feelings, but have difficulty managing their own. This makes a good heart-to-heart conversation with a trusted friend especially important for them. Through this they are able to try to express their emotions and have someone feed them back to them. This allows their Fe to somehow absorb and understand their own emotions because they have been able to “hear” their emotions through someone else. (source)And:
Fi users can easily understand their own emotions, while Fe users will often have to ‘vent’ or talk their emotions out to understand them. This process of putting their feelings out into the world lets them process them effectively, and is an important thing for them to be able to do. This rule applies more to dominant and auxiliary Fe users, and less to the tertiary and inferior Fe users. (source)
I've always known I needed to vent things, to throw what I'm thinking/feeling at someone to really make sense of things but after reading above today it made more sense as to why I need to. It wasn't news for me though that INFJ handle other people's feelings better, but it was news how we deal with not having a handle on our own.
I also read an article about INFJ and INFP and how to spot the difference, the article didn't help much at all. In fact after reading it I started to ponder if I'm INFP. After realising the whole venting thing I knew I can't be INFP because they're introverted feelers and thus have better grasp on how they feel and why on their own. So yeah, still an INFJ but with a little better understanding of myself.