If you have time I would read the kranky guide/hitbox thread, and then read the tactical discussion thread from start to finish as there is a lot of good information in there. Watch people in the video thread too.
If none of the actually good Diddy players wish to shed insight I'd be glad to give advice, but its best to learn from the good players like Disqo, AbstractLogic, Guy, Bladewise, DLA, Boss(east coast), SpiderMad, etc. A lot of people are busy with tournaments this weekend so I would check the video thread at first and try to learn through example.
A good place to start would be to learn bananas and its properties, and then get all the Glide toss and AGT tech down so things are really fluid. Then just learn follow ups to side-b and its options, and then just play by dash-dancing with a banana in hand and practice playing reactively.
Once you have the movement options and item tech down, diddy just kind of comes naturally to most people and it just flows out of you.