Will this be your first diesel automobile?
The first and easiest thing to look for is excessive smoke out of the exhaust pipe. also, loosen the oil cap on the valve cover and have it just covering the opening while the engine runs. if it jostles all over the place while gasses escape around it, then you have some ring issues. it's not a death sentence, these cars will run a long time like that, but it means you have a less than pristine engine.

dale