There are 34 Notes in Dying Light. They are one of the text collectibles and are required for the "It's All in the Writing" trophy or achievement (34 Notes, 17 Battle Journals, 16 Voice Mails). The Flags and Statues are not required.
Most of the notes can only be picked up after reaching a certain point in the story or after beating certain side quests. To make sure you can pick all of them up you should beat the story first and complete all side quests in the game. The starting points of the required quests are also shown in this video guide. You can pick up all collectibles after beating the story (nothing is missable).
In your inventory you can see an overview of all the text collectibles you have picked up.