Lets get this clear, please correct me if Im wrong:
-Window_Journal is the first window
-Selecting an option (Log, Study etc) transfers you to a new scene
-Because its a new scene, when you cancel, it returns to the scene with Window_Journal but since we transferred thru scenes, it goes back to the first option of Window_Journal
If all those are true, what you need to do is make a class variable for Window_Journal (a variable with @@ before it), we will use this to save the last index selected on any Window_Journal instance. You can also opt to use a global variable or make an instance variable inside Game_System (so that its saved with the save file by default)
When you OK an option in the Window_Journal, you set the class variable to be equal to the index of that option. Then on the initialization method of Window_Journal, you check if the class variable has a value, if yes, call the select method passing that value, else call select on the first index.
PS: Make sure you take care when using the words Window and Scene because on your OP I thought you're just opening various Windows within the same scene but based on your posted code, you're actually opening a new Scene instead. That changes the situation greatly