A dream journal shows your intentions of remembering dreams and works your mind to try and remember and continue to remember details of your dreams. Normally, your dream slips away very quickly upon waking, but by keeping a dream journal you will train your mind to remember them better.
It's most helpful to keep a notebook or some paper and a writing utensil by your bed at night. This way, even if you wake up in the middle of the night, you can jot down some things. Try to write it out as fully as possible: You may think that, "Pink napkin, smelly cat, magnet, CD, dinosaur, wallet," will mean something to you when you wake up, but that's not always the case. And, it may be difficult, but try to write legibly as well.
Try to write down everything you remember upon waking if you can. It's best to do this first thing after waking up, so you can get as much information as you possibly can. Feel free to draw pictures or maps. Don't hold back, just get everything you can remember down on that paper. You can go and type it out later if you want to keep them neat and organised.
You should have about five dreams a night, the last one being the one you usually remember. (I used to be able to recall every dream I had a night.) Try to remember as many as possible. Usually, it will just happen after you get into trying to remember your dreams. If you don't remember your dreams, who's to say you did or did not lucid dream? And what fun is lucid dreaming if you can't remember it?
Some people also add that, before going to sleep, you should consciously tell your mind, "I will remember my dreams," or something similar. Some people say you should say it a few times, others say keep saying it 'til you fall asleep. If I remember to do this, I use the former.
Try to take note of different patterns: You don't have to write them down if you don't want to, but you can. Examples:
- I'm usually trying to save the world from some evil or another in my dreams;
- I'm usually running away from or to something (usually from a lesser bad guy (a "baddie," as I call them) to take down the bigger baddie);
- people I love will die or betray me;
- I often have to try and do what's right, instead of simply what I want; etc.
You can also compare your dreams to others'. Examples:
- I can often read text in my dreams, but many people say they can't;
- I often have third-person dreams, but most people say they have first-person dreams;
- my dreams are almost always full colour, but some people pretty much always have black and white dreams; etc.
Remember, these are dreams, not reality! You can have a dream where you're Harry potter or The Little Mermaid, you can have a dream where one person is actually many people you know, you can have a dream where Voldemort had a traumatising experience with glitter in his childhood and is therefore terrified of it. -- Yes, these all happened for me. You can be a dog, you can be the opposite sex, you can be a god, -- anything is possible in a dream, so don't hesitate to write it down. I find it's best to be as accurate and honest as possible. "This may have happened before that..." "Somewhere in my dream, this happened..." etc. I don't think it's important try and make it work in a logical way: It's a dream.
As for intimate or other personal experiences, just remember that you don't need to share these with anyone. -- You can. Go for it if you want! But just be honest with yourself about it.