Always write something. Even if a question leaves you totally blank, it would be wise to write down something that you feel is related to the question. The only exception would be if the instructor actually subtracts points for wrong answers. If you find that you are running out of time on the exam and still have questions left to answer, write the thesis and then the topic sentence of each of the paragraphs you would have developed in your answer. If you must, simply jot down a brief outline which indicates the points your answer would have covered.
Most instructors are usually very adept at detecting student bluffing.
They give no credit for elaboration of the obvious. If you are hand-writing your exam, write as legibly as you can. Studies have proven that legible and neat essay exams often receive more credit than messy and illegible answers which include the same information. Rarely will instructors give you the benefit of the doubt because they can't read your handwriting.