Anastasia burned diaries in 1918.
I have to add---very good upshot.
Well, writting diaries ,IMO, for IF were formality, something they though they have to did. And, they did. But no feelings in diaries, as Holly mentioned.
For example, begining od diaries: Today we all went outside, at 3.p.m. Just example.
But when OTMAA wrote letters to parents, its oftenly began as: My sweet, darling, beloved.... etc. Can you see the difference?
So, if you want to learn anything more about NAOTMAA, read the letters, deeply, and try to conside what they meant, what they had to feell in the moment.
For example, Empress, didn't enter all in her diary, especially in captivity, she wrote in 'passwords' (of course, due to many reasons), but when she wrote letters, it shows many more about she as person as. Same thing with Anastasia Nicholaievna.
Also, Rasputin's power to make Tsarevich's pains less made IF very thankfull.