There are a total of 30 Diary Pages in Assassin's Creed Liberation HD. Finding all of them is required for the "Collector" trophy / achievement.
To check which ones you have already found, go to "Inventory" - "Jeanne's Diary Pages" in the pause menu.
Diary Pages #1 and #30 unlock automatically while playing through the story! There is absolutely no way to miss them. They cannot be picked up like the other pages -- instead they will just be placed in your inventory automatically without any notice.
There are 15 collectable pages in New Orleans, 9 in The Bayou, 4 in Chichen Itza.

To unlock the Collector trophy / achievement you must also find the alligator eggs, mayan statuettes, mushrooms.