This is somewhat different from what most call a diary. It could be a training log or a traditional journal. In fact, it could be digital or an app on your phone.
A training log is one of the most important tools when it comes to progress. By logging your workouts, you can track many things including weight, reps, sets, total volume, rest periods, difficulty of set, feeling, etc. This also lets you know what to do to increase 1 more rep or 5 more lbs.
A journal can also be a log of ideas, thoughts or a place to store memories, which I have found especially helpful over vacations. Take the time, this one is worth it.