The Demigod Diaries contains four new stories with character interviews, illustrations of Annabeth Chase, Percy Jackson, Jason Grace, Piper McLean, Leo Valdez and a first ever seen picture of Thalia Grace (it also contains a picture of Hal who is a new character 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

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.