Yes and yes.
It's normal for the engine oil in a diesel to turn jet black five minutes after it's changed. I've had three MB diesels and they've all done this. I don't think this has much negative effect on engine life, but I only kept the first one until 250K miles
The other two are still "new."
Your OM606 diesel engine does have some special requirements for engine oil. There are two aspects: 1) The oil must carry a CH-4 or CG-4 rating. This is a diesel specific rating somewhat like the SH/SJ ratings which apply to gasoline automobiles. 2) MB specifies only full synthetic oils be used for the extended drain intervals computed by the FSS system.
There aren't too many oils which qualify on both counts - one or the other, yes, but not both. If the dealer isn't using a synthetic CG-4 oil it's not that big a deal, but in such case I would recommend more frequent oil changes - perhaps 5K-7K miles rather than the 10K-12K the FSS system is likely to recommend.