To me, it is important to plan gaming activities. This is because of a couple of different reasons, personally, so if I can ramble on for a few minutes, here are a few of them.
1. It gives me goals. If I know I a want to do a game in the future (solo, for/with friends, at a convention) then planning will give me a timeline to get done what I need to (learn rules, paint miniatures, playtest, write up a dungeon, etc). Of course, procrastination is always a stumbling stone, but with a plan, at least you can know what you SHOULD have done, on the way down, once you stumble.
2. Mental exercise. Sometimes, my schedule is just too darned full to get in some of the gaming activities I want to do. For instance, in my current look at 15mm AWI gaming, one thing I would like to do is rebase some miniatures. Also build some terrain. But I might not have good chunks of time in my schedule over the next few weeks to do those things - but what I can do is research battles, re-read rules, and maybe get orders of battle and scenarios down on paper. Why those things? Because they are all easily doable at the computer, or with a tablet, or with a book and pencil - while doing other things. Lunch, watching a movie with the family, waiting for response on a work email. etc. They are planning activities - not the same as actual gaming activities - but they scratch an itch and keep my mind engaged in the topic.
3. Evaluate what needs to be done for a future event. If I plan to do a Third Crusade wargame in November (which I am thinking of), then I will start thinking about my miniatures, rules, wargames terrain, scenario - etc. While planning, I will take stock of what I already have available, and what needs to be developed.
5. Related to all the above - it is fun. Planning is a gaming exercise - whether it is the next set of encounters for my RPG campaign, or sorting miniatures and planning a painting project - it is all fun. And I like to talk about it and share it here on the blog.