Some might be wondering why I picked some of the items I did.
Why Iceborn Gauntlet?
-Well as Diana I have trouble chasing my opponents, so Iceborn is the perfect item. It not only provides the sheen proc, but also has an aoe slow.
Why Phantom Dancers?
-Phantom Dancers provides great attack speed for getting off Diana's passive, and provides a movement speed buff to help chase people down. I see the crit chance as an added bonus.
Twin Shadows and Talisman of Ascension
-These provide as a gap closer and a method to chase down enemies.
Abyssal Scepter
-This is more for tank and sustain.

I choose Ghost and Barrier for many reasons.
1. Ghost
-This is for not only chasing and gap closing, but for escaping.
2. Barrier
-This is good an easy turn around in a fight. Furthermore, this can be used for escaping because it can block skill shot and lets you escape.

Playing defensive is key early game. Last hitting with Q is pretty decent, and it is also very good poke. Once you get comfortable in lane, you can eventually master last hitting and poking with the same Q. At first it could be hard to angle yourself in order to do so. This is all before you hit level 6.

After level 6 you should start to apply pressure in mid lane. You can easily burst your enemy mid laner out of lane. Pushing is easy with sheen procs and passive. Roaming is always good to make sure your other lanes are doing well. Just remember that farming is also important so dont roam too much. this is all before laning phase is over.

After laning phase is over, you should help out your team as much as possible. Your aoe knock up and bursting power can help alot.