OLIMAR!!!!
Don't worry alot of people have so much trouble w/ this match up as it is one of diddy's hardest characters following Luigi. You said "I have been playing Diddy for a couple of days" so I'm assuming you don't know too many AT's. HOWEVER! a great Adavance Technique called "Glide Tossing" is your best friend in this match up. You need to learn this as it will put you in great advantage against Olimar.
As you know Olimar has the one of the worst recovery in the game [according to the "Official Character Recovery Discussion"]. This is the best thing going for you as "Gimping is the key to win" Olimar has great ground game and one of the best campers.
Learn to "glide toss"! I can't emphazize this more. Glide toss > grab/smash attack > gimpage/edgeguarding is a great strategy. Also STAGE PICK!!!!!, Olimar is terrible on maps such as Rainbow Cruise, Frigate O, and Halberd. Olimar is one of the worst if you pick the right stage.
Try to avoid FD, SV even though it is one of Diddy best stage's, just because Olimar has an equal ground game.