The worst writing advice I ever received, years before I grew good enough to be published, was "Writing is not therapy." I have come to believe this is very nearly opposite the truth. I think what the advice-giver meant was "don't write thinly disguised romans-a-clef about your emo bullshit", but even that isn't really true. For one thing, that is an unkind but accurate description of The Specific Gravity of Grief, which I think is a story that succeeds precisely because of the raw emotion I poured into it. As a result of that advice, I was left for a very long time with a vision of the craft of fiction as somehow being a noble pursuit separate from the grubby realities of my own life.
Yet good fiction must work at the emotional level first and foremost. Badly plotted, poorly characterized, ineptly-written fiction can succeed because of emotional appeal. Brilliantly wrought prose can fail because of a lack of emotion. We've all seen examples of both. It is our own strongest emotions that force the power into those words on the page. Not our control of them.
To me, the process is inseparable from my own experiences. At this point, I wouldn't have it any other way.
(And on a related note, yesterday I had cause to remark to a friend anent my execrable poetry that my prose is often poetic, but my poetry is always prosaic. Speaking of emotional vehicles.)
What's the worst writing advice you ever got?