Turbo's are not that much of an issue, just keep it in mind if you come screaming by at 100 MPH and then stop to fill up on diesel, THEN you would have to give the turbo some time to cool down.
Dump valves are a safety measure to keep the pressure build up by the turbo under a certain level. Because too high pressures might be harmfull.
Driving a diesel is just like a petrol, just keep in mind that:
- It won't rev that high, petrols go to 7000rpm or so, diesels won't go further than 5000 rpm
- Because you now will be driving a turbo, you probably have to get used to the sudden surge of power you get at around 2500 rpm.
- It'll keep going for EVER on a tank of fuel
- It'll warm up slower than a petrol, and you have to let it warm it up before you really thrash it.
That's about it