When you want to develop empathy and understanding of users. Also helps you to come up with solutions.

Take a persona, brainstorm what they are "Hearing", "Thinking" and "Doing" and create stories around that.

1. Take each persona in turn (or pen portrait if that's what you have).
2. Discuss the person's life circumstances, aspirations, joys and fears.
3. Brainstorm what that person might be hearing, while using your product. E.g. Noisy office? Screaming kids? Headphones?
4. Brainstorm what the person might be thinking/feeling at the same time as using your product. E.g. Worrying about something? In a rush? Bored?
5. Brainstorm what the person might be doing while using your product. E.g. Riding the bus? Walking? Watching TV?
6. You should now be in a better position to come up with things appropriate for your user.