I had a journal of "firsts" for Aidan and I'll keep one for this baby girl too. I just discovered this adorable book My Baby Book, written from the point of view of baby. Funny prompts like "I'd have to say the cutest thing I've done so far is ____." will guide you through your journaling, as well as questions about mom and dad's pre-baby life too!
Amy Krouse Rosenthal also wrote Your Birthday Book: A Keepsake Journal and The Belly Book: A Nine-Month Journal for You and Your Growing Belly. The whole collection would make for a unique gift for the parents-to-be!