Congrats on your purchase. The maintenance schedule calls for valve adjustment at 15,000 miles. A lot of people stretch it to 20,000. I would get that done soon, since you don't know when it was done last. These valves get tighter with miles, not looser. Too tight may cause hard starting, or even burned valves. Get the Haynes manual covering the 123 series diesels. Autozone and other places carry it. This book will give you a good general familiarization with the car and maintenance schedule and procedures. Use oil specified for diesels (Shell Rotella, Mobil Delvac, Chevron Delo, etc.) Avoid using cheap oil filters (Like from Autozone or Poop Boys). Give it a dose of diesel fuel treatment. A lot of the guys here use Redline diesel fuel conditioner. Note that there is a diesel forum on this site. Hundreds of diesel owners hang out there. The wealth of knowledge and experience on this site is fantastic. Welcome aboard.
2004 C240 Wagon 203.261 Baby Benz
2008 ML320 CDI Highway Cruiser
2006 Toyota Prius, Saving the Planet @ 48 mpg
2000 F-150, Destroying the Planet @ 20 mpg
And remember folks, Only You Can Prevent Hilliary.