In my post Day Trading Lesson: The Roadmap I present to list of steps to learn to Day Trade.  Here are the details of Step 2:

Start a Traders Diary

This is simple in concept but extremely valuable.  Essentially all you do write a daily entry on all your trading activities.  Your diary software can be as simply a Word Document, or any software you want to use is OK.  You can even write it in a paper notebook if you like.  Just type is today's date and whatever you did today in your trading or your trading education. 

The purpose of the diary is to allow you to periodically look back at it and gauge your progress as a trader.  Keep this in mind as a guide as to what you should include in your daily entries.  You should include concrete things like "today I spend 2.5 hrs analyzing the 5 period moving average of the YM e-mini over the past 7 trading sessions".  But you should also include your feelings like "today I got really frustrated when I was trying to ...  So I took a 30 minute break & when I got back I felt a little better"

It's OK that everyone will do their Diary differently, as a reflection of their own personality.  But I strongly suggest you follow 2 RULES:

1. Write an entry every single day. Even if on a particular day you did not work on trading, write a quick diary entry to say so - this is valuable info too.  One reason you must write every day is because it's too easy to gradually forget about doing the diary.  If you make up your mind that you will do it every day, it's more likely you can keep doing it forever.  Suppose you make up your mind that you will do it every day, and after a week or so you just forget about it?  This may be a clue that you don't really have the discipline necessary to be a successful Day Trader.

2. Periodically review your entries.  For example, you could every Sunday review your entries for the past week, and the 1st of every month review your entries for the past month.  The idea is to judge your progress as a trader - to gain perspective.  Ask yourself questions like:  Am I consistently making progress? Am I putting in enought time?  What mistakes have I made?  If I continue to do what I have been doing, am I likely to meet my goal for trading cash profitably?

You have probably heard the saying "The definition of insanity is doing the same thing over and over and expecting different results".  Think of your diary as illumination tool to help you avoid this sort of insanity.