Depends on what level of privacy you are looking for. A selected group of people or just yourself.
There are several plugins available on WP Plugins for your purpose. (If you are to read the blog yourself only, you can also use .htaccess & .htpasswd for Apache or the equivalent for other web server softwares to limit access.)
I mean don’t publish the entries. You can make the entries, and save them as “unpublished” so you can see them, but no one else can. When you want others to see the posts – then change their settings to published.