Design journal is a record of your thoughts, ideas, research and decisions made. It records the 'flow' of how your mind works in resolving the given exam theme. It is in fact a piece of 'evidence' that the markers and teachers used to assess the quality and the thoroughness of your work.
Design is never a sequential process, as in, step 1, step 2 and 3 etc. It is iterative in nature. Hence, it is important you research, revisit and re-do each stage of the process as and when necessary.
The chart below shows a more detailed design process. However, it is not exhaustive and there are other ways in doing design. Usually in each stage, there are a variety of technique used to generate good solutions.