As reported by NBC, in his communications with the air traffic control tower, the man mentions "having a few screws loose" and showed signs of suicidal thoughts.
The plane crashed minutes after flying away from the airport, with two USAF F-15 jets on pursuit.
Two fighter jets were trying to redirect the stolen Horizon Air turboprop over the Pacific Ocean on Friday night when it crashed on an island off Steilacoom in Pierce County, the North American Aerospace Defense Command (NORAD) said in a news release Saturday morning.
Authorities described him as being suicidal, adding that the incident is not related to terrorism.
Alaska Airlines said the plane was in a "maintenance position" when it was stolen and not scheduled for a passenger flight.
The plane was a Horizon Air Q400, according to a statement from Horizon's partner airline Alaska Airlines.
The plane was a Q400, a Bombardier turboprop plane, one of about 40 the airline has in its fleet.
Mr Waldron said the plane at its lowest point was no more than 100ft (30.5m) above the water. While the jets were in pursuit of the small plane, air traffic control helped the rogue plane stay clear of the Seattle cosmopolitan area.
Mr Southers said the man could have caused mass destruction.
"Didn't really know it until now", the man said, according to audio from air traffic controllers.
"We're lucky it went down on a very unpopulated island", Eckrote said. A former Horizon Air colleague of Russell's who witnessed the crash told Buzzfeed that Russell was "a pretty nice kid", and that "It never crossed my mind that somebody would do something like that".
An investigation will also seek to determine how a ground service worker was able to access the plane's cockpit and steal it in the first place.
Alaska Air Group CEO Brad Tilden also issued a statement.
"I lift a lot of bags". He didn't hear the crash, but saw smoke. I wouldn't know those things.