John Wray interviewed Haruki Murakami (excerpt) in the Summer 2004 Paris Review.
From the interview:
I myself, as I'm writing, don't know who did it. The readers and I are on the same ground. When I start to write a story, I don't know the conclusion at all and I don't know what's going to happen next. If there is a murder case as the first thing, I don't know who the killer is. I write the book because I would like to find out. If I know who the killer is, there's no purpose to writing the story.
Is there also a sense of not wanting to explain your books, in the way a dream loses its power when it comes under analysis?
The good thing about writing books is that you can dream while you are awake. If it's a real dream, you cannot control it. When writing the book, you are awake; you can choose the time, the length, everything. I write for four or five hours in the morning and when the time comes, I stop. I can continue the next day. If it's a real dream, you can't do that.