For the first time? If so, go to Instructor's shack at the sunset, MC will tell you that you need to look around the camp.Go to the steam room.
Second time
Then I dunno what you're doing wrong, the journal should be telling you to go speak with Annie at the training grounds if you found Hange's diary and finished her branch.
Yeah my game might be glitched
I don't think it's glitched. You're not doing something.
I finished hange but annie still shows as ask about the book even tho i already asked