Ledger wouldn’t stay in character when not filming, so he would keep the diary with him and use it to get back into character before the cameras started rolling.
Heath Ledger turned down playing the title character in Batman Begins, but he was director Christopher Nolan’s first and only choice to play the Joker in the sequel.
Apparently, the actor was able to get into character quickly, and had no problem being chummy with the crew in-between takes (while he was still in full make-up and costume).
Ledger signed on for the role before there was even a script, and part of how he prepared for the part was that he kept a diary of twisted images and things that he thought the Joker would find funny (AIDS was apparently one of them).