The best part about journaling is that you can include just about anything you can conceive of in it. In a prayer journal, though - or any other journal aimed at a particular thing - there is likely going to be a set of specific aims and goals. In this instance, you might include any requests you make in your prayers, your reasons for believing in god in the first place, anything you might like to remember for confession, as well as anything else you can think of along the way.