Use a 3-ring binder, a lined composition book with at least 200 pages, or an artists' hardbound sketchbook, such as this one found at Michael's.

At the top of each monthly topic page, you will find a PDF of images for you to print out. That will correspond with the stories for that month. Each day, as you listen to or read a new story, create a page for that person or event by writing the name at the top of the page and the years that person lived (or when the event took place).

Glue the pictures on to the page. 

You can stop there, or you can write down anything from the story you want to remember; perhaps a brief summary of the story; or maybe a quote struck you or an incident from their life that connected to you. Maybe a question came up that you want to find an answer to. Or you recognized a principle you want to make note of.