The Demigod Diaries contains four new stories, illustrations of Annabeth Chase, Percy Jackson, Jason Grace, Piper McLean, Leo Valdez, Luke Castellan and first ever seen pictures of Thalia Grace and Hal, a character that is introduced in the first story, puzzles, and a quiz. The four stories include:

Thalia's, Luke's, and Annabeth's adventures before the Percy Jackson and the Olympians series began
A first-person narrative from Percy's viewpoint as he and Annabeth complete a task given by Hermes regarding his staff which happens a month after the end of The Last Olympian and before Percy went missing in The Lost Hero
A story involving Jason, Leo, and Piper during their time spent at Camp Half-Blood between The Lost Hero and The Mark of Athena[2]
It also includes a short story by Riordan's son, Haley Riordan, revolving around one of the demigods who fought for Kronos during the Second Titan War and survived the battle in Manhattan.