I know this can be done in post production.
But this is done in photography as well.
and I'm curious what's involved with doing this?
what do you need to pull it off well and what not?

In photography, you need to set the shutter to stay open until you are done with the shot (camera perfectly still - tripoded, perhaps a remote shutter switch). In a dark room/area, the subject will write their message in the air with a match or sparkler or led light, whatever. The shutter staying open will allow the entirety of the message to play out in that single frame, therefore lingering in the air. In video, since the next frame always comes up and erases the one before, this is generally a post production effect. You would have the subject do their writing, then track that in post and have that element additively stay on screen as the rest of the scene moves on.

Thanks Cole. I didn't think it was as simple doing it in photography. But I did a bit more research after I posted this, and practically all the commercials you see with this done in camera are done with a super high MP Digital camera and just dumped into a NLE.

Thanks though!