Self-monitoring of symptoms of the anxiety disorder is one of the most important steps in cognitive-behavioural therapy of anxiety disorders. With a diary of symptoms (and situations, thoughts and responses to the panic syndrome) you get a closer insight about your problem and can talk with your therapist in detail about your very personal problem.
Very often the monitoring helps to reduce catastrophic thoughts and imagination about a continuous worsening of the severity of the symptoms or major health related consequences (e.g. getting an heart attack, stroke or severe breathing dysfunction). With this kind of self-monitoring most patients learn to identify specific thoughts or situations that trigger the anxiety.
There are different ways to start a self-monitoring. Talk about individual solutions with your therapist.
One very good online version of a diary for panic attacks can be used for free:
The Canadian webproject The Panic Center offers this tool together with a comprehensive questionnaire about anxiety and depression, a great cognitive behavioural therapy program (for free!) and a forum for self-help issues.