The Statement of Intention is a document in the bankruptcy petition package that addresses your secured debts -- these are debts in which there is collateral (property) promised to your creditors in case you fail to pay them back. Examples of secured debts include car loans and mortgages. In the Statement of Intention, you will describe your plan to either surrender or retain any property securing your debts.
You can file the Statement of Intention with your bankruptcy petition package on Day 1. The absolute deadline to file the Statement of Intention is within 30 days after filing your petition OR on or before the date first set for the Meeting of Creditors (whichever comes first).