"One of the best predictors of whether a child will function competently in school and go on to contribute actively in our increasingly literate society is the level to which the child progresses in reading and writing. Although reading and writing abilities continue to develop throughout the lifespan, the early childhood years—from birth through age eight—are the most important period for literacy development." -- The International Reading Association
As you can see from the above quote, writing skills are crucial for ensuring success in school and life. The good news is that activities that teach writing are things that kids love to do!
The first step to learning to write is strengthening finger and hand muscles. For ideas on how to do this, see this post.