In Freya I used Footnote all the time and I thought it would come installed by default in Loki but instead I can't even figure out how to install it.
It appears that there hasn't yet been a stable release of this app. You could install Footnote from elementary-daily. Fair warning, though: adding elementary-daily may cause your OS to be unstable.
As an alternative, you could use Notes or GNotes (both available in AppCenter), or take notes in Scratch.
Edit: It looks like there isn't a Loki-compatible version of Footnote in elementary-daily. In this list of apps, neither of the Footnote packages ends with
ubuntu0.4.1. You may be able to check out the source code and build Footnote from source, but the app may behave unexpectedly on Loki.
The last non-translation update to Footnote was in October 2015, so it probably needs some love in order to work well on Loki. If you're interested, this would be a good opportunity to get involved with elementary! :)