I've previously written a beginners post on Lucid Dreaming, but I want to elaborate a little bit more on keeping a dream journal.
Why to keep one
There would be two reasons why to keep a dream journal: 1, It helps with dream recall and 2. it's interesting.
It's quite common for people to believe that they don't dream, just because they can't remember their dreams. If you are one of them, why not change it? Why not remember the incredible adventures that you might have during your sleep? By keeping a dream journal, you'll also notice any patterns that might be present.
How does it work
A dream journal will help you remember more dreams (and more details per dream) because of several reasons.
By intending to remember more dreams, you will remember more dreams. By keeping focus and working towards your goal, you will make it true. The dream journal will be a tool to channel your motivation and effort. The process of remembering becomes more real when you have an actual object dedicated to it.
The ritual will help. If you always write in your dream journal, even if you can't remember anything, it becomes a habit. If done right, and done serious, it could become a ritual of sorts - something you do every morning. Eventually your brain will be used to it, and help you.
Putting the dream experience into words, making it real. Verbalizing is important, because the dream isn't real and won't be remembered very well. It becomes real when you define it, however. Writing those words down in a journal will make sure you have to describe it, as well as aid your memory later on. It's shown that thinking and writing the thoughts down will help you remember better than simply thinking.
After a few days you should have enough data to start analyzing. What themes, items, contexts and so on are common? Knowing this will help you remember more.
What should you do
Fetch a notebook, a journal software (or Notepad, any text editor could work) and put a name on your new journal. Any medium would do, really, but text would be preferable because it's easy to go through later on. Imagine trying to skim through ten hours of voice notes. I believe computerized text is optimal, because I don't have to decipher my handwriting and I can search through the entries.
The probability of remembering dreams would be highest just when you wake up. The number of details and amount of clarity recalled will decline over time, as will the likelihood of remembering any "new" dreams. Therefore it's important that you plan on how you are going to consolidate your dreams into the dream journal. Are you going to write them down when you wake up in the morning, or are you going to write them down later? Writing when you wake up is great. Personally, I take voice notes when I wake up and write them down later when I have spare time. Still, some details could be lost, as I can't speak out all the details.
How are you going to handle waking up during the night, if you have a dream fresh in your mind? "Meh, I'll write it down later, I'll remember it..." doesn't work - trust me on that one. Voice or written notes? Can you go back to sleep after having a bright phone in your face? Or write clearly in the dark just after waking up? I dim my phone's backlight and take some quick notes - key words. It works for me. If you forget what those key words mean, try to write the dream down instead. With practice, you might be able to get away with shorter notes. Test different things and see what works for you.
If you remember any new dreams or details during the day, be sure to jot them down as well.
Keeping a dream journal will aid you in recalling more dreams in greater detail, but it's only the basic step. The most basic, and indeed the most important step.