Had it occurred to her that this was insane? Yes. She was a logical enough person to work out that if this particular artefact was ever found that it would implicate her as a spy and a traitor to Draco Malfoy and his entire evil organization. However... she was also a logical enough person to use her less-dominant hand to write the notes in, keep careful track of where it was in case there was any sign of it having been moved, and most importantly she kept it hidden in a room not easily accessible from her bedroom (and she definitely didn't keep it in her bedroom).