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Some people feel that what you use to keep your diary in isn't important. For some, this may be true. For many people, however, having a diary that feels right makes it easier to write.  Go shopping for diaries at a store so you can pick up and examine different choices, holding them in your hand to get the feel for each. Choose something that is appealing to you, but not so pretty you'll be afraid to write in it or get it messy. Writing in a diary isn't all about being neat and orderly. The best diaries are often messy and jumbled. Consider the size of your diary. Many people like to carry their diaries with them. If you anticipate this, a smaller choice might be right for you. On the other hand, if you plan on doing artistic, scrapbook style layouts, you'll probably need something a little bigger. Similarly, some people find it easier to write with some particular type of pen. If a cheap disposable feels fine to you, don't worry about it, but if you prefer a nicer pen, pay a little extra for something you'll feel good writing with. Again, visit a store such as an art supply shop and try out different pens. See what feels best for you. The idea here is to make you want to write, so you can keep up the habit daily. Not everyone who keeps a diary does so on paper. While many people find they are more creative and focused writing in a physical book, others are content to keep a diary online.  An online diary avoids the risk of loss. On the other hand, there is always the risk that it could be hacked, or the server might crash. Consider the pros and cons and decide what's right for you.  If you opt for an online diary, there are numerous options available such as Livejournal, Penzu, or Diary.com. Some of these websites allow you to make some of your writing public while keeping other material private.
Find a diary that is appealing to you. Experiment with different pens. Consider online journaling.