Love them, tolerate them, or hate them, walkthroughs are a big facet of interactive fiction. Hint sites such as GameFAQs are heavily trafficked. Much of my mail consists of people asking where they can find a given walkthrough.
Adventure games involve a certain amount of frustration, especially when you're stumped on a puzzle. Walkthroughs help relieve that frustration, and do so in a timely manner. You don't have to wait for others to help you; instead, simply find a walkthrough and either bookmark it or print it out.
Despite this, oftentimes only one or two walkthroughs are written for games. This, despite the fact that walkthroughs vary widely, from straight-forward "do this then do that" list of instructions to full-blown exposition on the game.
I'd like to see more walkthroughs, to be honest, especially more wordy ones. If you're interested in writing one, but aren't sure how to go about doing so, I can help you with that.
The first step is to decide what kind of walkthrough to write. As I said, some walkthroughs are merely lists of commands or actions to take, while others explain what to do in more detail. The list-of-commands approach is easier to do, but often ones with more exposition are of more use.
If you have the stamina for it, I'd recommend that you flesh out your walkthrough, explaining what the player is to do and why. For one thing, such a walkthrough is easier to use sparingly. If a walkthrough is merely a list of commands, it's harder to go to the middle and find just the help you need without learning more than you want. For another thing, it's just more fun to write a chatty walkthrough.
This may sound obvious, but I'll say it anyway: read a few walkthroughs of other games. Doing so will help you learn what kind of walkthroughs you like and would like to write.
You need to play the game several times, to make sure you understand the puzzles and how they work.
As you're playing, take notes, especially the first time you play. Once you've played the game two or three times it's easy to forget the questions you had and the things you didn't understand the first time through.
Be on the lookout for alternate solutions. Some puzzles can be solved in different ways; for them, you need to note the alternate solutions in your walkthrough.
If you're writing a more elaborate walkthrough, explain the puzzles. If a player needs to mail a letter early on in the game, mention that the reason will become more obvious later on, and when you reach that later point of the game in your walkthrough, remind the player of the letter.
Once you're done, follow your walkthrough. Pretend you know nothing about the game and do exactly what you've written down. Chances are you'll uncover some unclear sections, or places where you're dead wrong. Fix those errors.
Before you send the walkthrough anywhere, add your email, copyright, and version information. Walkthroughs tend to float about the net, showing up on various sites. If you only want a site to host your walkthrough with your permission, say so in the document. If you're willing to have your walkthrough freely copied, make that point explicitly. A version number is a necessity, in case you need to update your walkthrough at a later date.
I would suggest, however, that if you add a "contact me for permission to host this walkthrough" bit to your walkthrough, add an expiration clause. Email addresses change, and after a while people might not be able to contact you, leaving your walkthrough in limbo. Saying that your walkthrough is freely distributable three or so years after the last copyright date on the document will help keep your walkthrough in circulation.
Then you're ready to send out your walkthrough. If your walkthrough is for a text adventure, the Interactive Fiction Archive is the place to go. If it's for a graphic adventure games, there are a number of sites that host such walkthroughs, including the aforementioned GameFAQs. Note that large sites often have convoluted submission requirements; see GameFAQs' submission guidelines for one such example.
Finally, be prepared to revise your walkthrough as questions and suggestions come in. You're not guaranteed to get any responses, but if you do, you'll need to update your walkthrough, bump up the version number, and resubmit it to whichever sites you submitted it to before.