These two words are used slightly differently in British and American English. Here's a GB perspective: A diary can mean one of two things: 1) A book where you write down future appointments and meetings. In an office, your PA and colleagues would know what meetings and arrangements are in your diary for next week. 2) A book where you write down what you have done on a particular day. This is a private record of your life and thoughts. A 'journal' is a more literary version of number 2 above. Whereas a diary might just be in note form, a 'journal' is more reflective and carefully written. I'm sure that a speaker of American English can explain to you how these words are used in the US.

They are synonyms. Although it's not obvious, both come from the same Latin root for the word "day." "Diary" is from "dies," a day; "journal" from "diurnalis," daily. In both cases, it means a book in which you write something every day. Fifty years ago, "diary" was the usual term for a personal book of everyday observations (or a secret record of romantic thoughts and encounters), but lately "journal" is being used as well. "Journal" is a formal term in bookkeeping and accounting for some specific kind of detailed record of all transactions. Many newspaper have the word "journal" as part of their name, meaning they are published daily. "Diary" is almost never used (although a Google search turns up a small Australian community newspaper entitled "Warrandyte Diary.")