The Road to Purgatory is a diary written by Nicole Haught detailing her move to Purgatory and thoughts on the events of Season 1. The location of the blog and its password were teased on twitter after the season 1 finale. It was created by the Wynonna Earp creative team as a gift to the fans.
Nicole first starts the diary as a means to record her suspicions about Purgatory and how something is "not quite right" with the town. However, being new to Purgatory herself, she does not want voice this opinion and end up being taken less seriously as a police officer. The diary also serves as record in case something bad were to happen to her, which she feels is unlikely.
Several of the entries contain newspapers clipping about Purgatory and, in later entries, screenshots of messages between Nicole and Waverly.