Trailmeme for WordPress (formerly WordTrails) allows for the creation of multi-branched trails of navigation through WordPress Blogs
Download, install and activate the plugin from your admin panel directly from WordPress.org as with any other plugin, or drop it into the plugins folder for a manual install.
Follow the admin instructions to create a page that the plugin can "hijack" as its home. The page is named "Trails" by default. Then add the widget to your sidebar (you need a widget-enabled theme).