No one knows everything about the characters they play in video games. From secretive pasts to simple forgetfulness, it's unlikely that a player will live any given character's whole life (unless they're playing Dragon Quest V or Fallout 3), or have access to everything he or she would - or should - know.
And yet, for a story to be told, especially one that centers around past events, players need to know just what happened, what their motivation is, and what they're supposed to be doing next. Supporting characters, mission briefings, codex entries, diaries and audio logs often play this role. But what happens when it's the player (or at least the protagonist) that has to play the role of teacher? Self-narration helps, ala Alan Wake. But what happens in the worst case? What happens when horrible injuries affect the brain and its memory centers themselves? What happens when the player gets... amnesia?!
The solution, of course, is to write a note to oneself. Like a little post-it stuck on the wall amid all the blood and violence, written by a person with better memory (the past you), reminding me (you) that I (you) should get my (your) ass somewhere, just goddamn do something, or talk to someone who can fill me (you) in right proper.
Self-addressed reminders can take many forms. Audio logs, voices in one's head, well-timed emails or letters, and, of course, the scattered pages of a diary. Come to think of it, the past me (you) must have been a real jerk, going off and scattering all those important pages around the level for you to stumble upon randomly!