Basically, you'll find segments of a friendly Wiggler in World 3. When you go to take them back, stop at certain levels and the segment will create a diary entry for that place. Although, there is one you get automatically, you only have 4 chances to get the other entries. I don't know how far you are, so I hope this didn't spoil much.
TheGreatEggman: Trying to conquer the world and being foiled by a blue hedgehog since 1991. Also known as The Almighty King Dedede!