How would I write a diary entry as one of the main characters about what has just happened in chapter 3?
This is a long and complicated chapter that introduces us to the backstory of Catherine and Heathcliff and moves from the present to the past and back again. The chapter also introduces the idea of the supernatural.
As we have already heard Lockwood's account, it wouldn't make sense for him to write a diary entry about it. The two other characters who could supply a different perspective while knowing enough of the history to comment intelligently would be Heathcliff and the ghost of Catherine. The ghost of Catherine is an interesting idea, but this also presupposes that the ghost is real and not simply Lockwood's dream brought on by reading the journal entries written in the margins of the old Bible.
Heathcliff, however, could provide an interesting perspective for a diary entry. To write an entry from his perspective, you would have to put yourself in his shoes. What does he think of this guest, Lockwood, who keeps intruding uninvited on his property? What is Heathcliff thinking as he is awoken by an unearthly scream from Catherine's old bedroom? We can imagine, for instance, that Heathcliff goes to bed thinking of Catherine, as he is obsessed with her. He might speak of missing her in his diary. He would probably write in emotionally intense terms about the scream and Lockwood's story of her appearance at the window. His reaction to Lockwood rubbing her wrists on the broken glass would not be a good one. You might focus on what emotions Heathcliff feels as he imagines his beloved Catherine out in the storm trying to gain entry into his house and how this connects to the rage he shows toward Lockwood and other members of the household.
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