I don't know if you can do this already as I've not played Skyrim (or Oblivion, for that matter) on the PC.

What I would like to do is basically type up little 'diary' entries whilst in game so I can roleplay a little more.
Is there a way to do this or is there a mod for it?

I got the idea because I remember playing Oblivion on the Xbox and being able to 'open' a blank piece of parchment in the Fighters Stronghold DLC castle (can't remember the name of it).

Sorry if I'm being daft. :3

No mods to do this yet for Skyrim--theoretically it's possible, but only with third-party tools to mod the UI, and ideally more development of SKSE. There's definitely some demand for the idea, so I wouldn't be surprised if it happens eventually. See http://www.gamesas.com/topic/1377246-req-player-can-write-in-game-journalnotes/.

This would require SKSE support for text input, which we don't have yet.

Something that has crossed my mind in the past was an "automatic" journal a la Morrowind, that would populate the book with your in-game activities. This is probably possible using aliases, but I haven't really thought too deeply about it yet.

Writing 'Fus Ro Da' should make the book go flying out of your hands and across the room.

I see! Thanks for the info, guys. I'll keep my eyes peeled in the future then.

Ahaha, agreed.