Roxas's journal appears in the six days he spends in Twilight Town which functions as a guide through the tutorial.
Includes
Roxas's journey tells of events he will be doing in the future, it doesn't collect information gathered. It's made so players will know where to go next in the tutorial part of the game.
Kingdom Hearts: 358/2 Days
It is unknown if Roxas will have a diary in Kingdom Hearts: 358/2 Days. But there are reports of each day Roxas is in the Organization so this might substitute the Diary.