Let me preface by saying that I am SUPER anal about maintenance on my vehicles...
First thing I would do is all fluid and filter maintenance (i.e. oil, oil filter, fuel filters, air filter). You'll be doing this every 5k (10k for the fuel filters, air filter as needed) anyways, so might as well get a good start now. Switch the oil to a good 5W-40 synthetic. It makes for easier starts and longer engine life. Figure $150-200 if you do it yourself. I would also change the coolant to an ELC coolant (Fleetrite or similar) to stop any buildup that has occurred/is occurring in the oil cooler. Figure another $250 or so at a reputable shop. Most places won't take old coolant, so use a shop unless you have somewhere to dispose of it. Assuming the truck is 4x4 and auto transmission, the next thing would be to check and replace all driveline fluids (tranny flush, fr/rr differentials) if the truck has over 60k on the clock unless you have proof that these fluids were changed in the last 30k miles. If the truck doesn't start right up after the glow plug light goes off, I would replace both batteries, as the engine needs a ton of compression, strong oil pressure, and a crank speed of 500 rpms to start. These items will take the "unknown" to known-good.
FYI - there isn't anything "special" or unique about this maintenance...just MUCH larger in scope and cost that a gasser. The PSD holds 14-15 quarts of oil (that's almost 4 gallons) instead of 5 quarts, and there are two fuel filters (one in the engine bay and one on the frame rail just under the driver's door). It can easily be done in your driveway in less than an hour with basic tools.
Oh yeah, PLEASE clean the engine bay. Nothing drives me crazier than a dirty engine bay, especially when you are performing maintenance. A clean engine bay also makes it easier to read fluid levels, notice leaks, etc. Plus it looks better.
Take the 30 minutes or so to clean 'er up.
From here, it gets a little more sophisticated and depends upon your comfort level and checkbook. However, I strongly recommend that your very next purchase be an Edge Insight monitor. This will allow you to monitor oil temp vs coolant temp variance (will tell you if the oil cooler is clogged, which could cause the EGR to leak coolant into the intake) and FICM voltage to determine if the FICM is in good shape (48V or higher). Other items can be checked/monitored for indications of problems, but I'll let the more knowledgeable folks comment on those.
Sorry for the long read...hope this information helps!!!