Hello everyone this is unfazed and I'm presenting you a fascinating guide for Diana, scorn of the moon. I have made one build for mid and one for jungling, so you can choose based on where you're going.

Diana's passive is Moonsilver Blade which grants you extra attack speed and deals additional AoE magic damage on every third consecutive hit. Before engaging an enemy, be sure to have the 3rd hit ready: hit a minion 2 times, then with your passive ready, start your combo on the enemy champion. Crescent Strike is your first ability, and your main damage tool, so max it first always. Pale Cascade shields you while dealing damage to enemies around you, max it second, but get 2 points of it early when jungling. Moonfall draws in all enemies and then slows them. It can interrupt channeling ultimates like Death Lotus. Use it to stop an enemy from fleeing, or use it with Pale Cascade to deal damage to many enemies. Your ultimate is Lunar Rush which sends you to an enemy unit dealing magic damage. If the enemy is affected by Crescent Strike's moonlight Lunar Rush's cooldown is refreshed immediately, so you will usually want to hit q before hitting r, except if you need to kill an enemy instantly. You can kill the enemy adc with just 1 ultimate.

PROS
+ has 3 aoe abilities (passive, q, w)
+ nice gap closer
+ burst damage
+ tanky
CONS
- melee, vulnerable to harassment
- kinda useless before lvl 6
- relies on hitting her q

Magic penetration marks will help you maximize your damage, especially late game. The enemy mid is likely to have some magic resist, but that won't be a problem for you. Armor seals are pretty much standard, especially for melee champions. Your opponent will try to harass you with everything they got, which includes auto attacks (AA). What's more, minions deal physical damage too, sometimes you may need to tank their damage in order not to lose any farm. As for glyphs go flat magic resist because your opponent at mid will most likely deal magic damage. And flat ap quints for some early power.

When jungling, get those attack speed marks to get your passive faster every time, it's crucial to clear out monsters as fast as possible. Armor seals, or blue golem will actually kill you. As for glyphs, go scaling ap to increase your power as the game progresses. You don't really need magic resist since you are jungling, and you will get Abyssal Mask later on. Flat ap quints for more damage.

Always get Flash, it can save your butt, and help secure kills when your ultimate is down. On mid get Ignite for extra damage or Teleport for map control. When jungling,of course, get Smite.

MID
Start off with a Doran's Ring and double Health Potion, or a Crystalline Flask, Stealth Ward and one Health Potion if you are afraid of being harassed or ganked. When you get back, pick between another Doran's Ring, Sorcerer's Shoes and Seeker's Armguard. Rush your Abyssal Mask to maximize damage and enhance your defense. Start getting big items, Zhonya's Hourglass, Rabadon's Deathcap or Deathfire Grasp. Then get some items for defense, Rylai's Crystal Scepter for hp and slow, Rod of Ages for ap, hp and mana, Frozen Heart for armor, mana and cdr or even Iceborn Gauntlet for the sheen effect and armor, Frozen Mallet for massive hp and slow. Guardian Angel is always an option too. If your enemies are stacking mr build Void Staff. You can choose a lot of other items that work well with diana, like Nashor's Tooth and Lich Bane.
JUNGLE
The same as mid build just get Spirit of the Spectral Wraith as your first or second item. Note that when you're jungling you may need to get more tanky than you usually are, as you are not the apc, but the jungler.

Most enemy mid champions will be a piece of cake for you, just q,r,w some AA, e if they try to escape and q,r again. They will die for sure, while you will walk with away half hp or more, like a boss. Tanks for watching my guide guys, feel free to leave any comment with questions or advice, and if you liked it please hit the vote button so others also have the chance to see it. I hope you enjoyed an found it helpful :)