The wagon is a little more complicated. I recommend a 240d as a first diesel with a stick, manual windows and no sunroof. Good luck finding one though.
They are high quality, safely engineered and mechanic friendly. The things on the engine which are not do it yourself friendly are also the most bulletproof (the IP, injection pump).
I have a book from the eighties all about diesels that I bought when i bought my first diesel a mb 220d. It is called "chiltons diesel guide" and is an excellent primer on general diesel facts. I suggest you look for one on ebay or abe books used.
GP = glow plug, FW = flywheel, pp = pressure plate or peachparts, and so forth. Don't be afraid to ask or use the search feature above. These old 123 diesels are so well engineered and simple, if you get one up to snuff they will run for decades with only routine maintenance. They aren't free to maintain but they are not very expensive either.
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[SIGPIC] Diesel loving autocrossing grandpa Architect. 08 Dodge 3/4 ton with Cummins & six speed; I have had about 35 benzes. I have a 39 Studebaker Coupe Express pickup in which I have had installed a 617 turbo and a five speed manual.

[SIGPIC]
..I also have a 427 Cobra replica with an aluminum chassis.