Megillat Eicha (The Book of Lamentations) was written by the Prophet Jeremiah after the Destruction of the Beit HaMikdash and the exile of Jews to Babylon. Rabbi Yaron Reuven says, if we're going to learn about how to cry on Tisha B'Av, we need to learn from someone who has been there and experienced the suffering. The Prophet Jeremiah lived through the destruction and wrote the aftermath in Sefer Eicha as an eternal reminder of the consequences of not rebuking and not accepting rebuke.