A useful source for some sociological inquiry is personal documents such as letters and diaries. Interpretivists particularly like these as they give an insight into what individuals were thinking (verstehen). For example, Jack Douglas used suicide notes as one of his research methods in his famous study of the social meaning of suicide. He felt he was getting more valid data than Durkheim who used statistics (suicide rates). That is because he gained some insight into why people took their own lives rather than just that they did it.
However, there are problems with using personal documents. First, people do not always reveal their true feelings, even in diaries. Analysing and trying to understand people's personal writing like that takes a large amount of skill and uses a lot of interpretation (which is open to bias). Furthermore, letters were intended to be read by a particular individual; diaries might not have been intended to be read at all. There are, then, ethical issues in the use of these documents. This might be less the case with diaries that were intended for publication (like those of some public figures) but that intention also potentially undermines their validity.