Disels are simple, if they have fuel and compression at the right time and in the right quantities they will run fine. You might just have a blocked filter. If the mileage is moderate your injectors or pump might be the problem and the symptoms might have started quite quickly. If the mileage is high, it could be a worn engine in which case it would have got worse over a period of time and you might be using oil. Have a diesel specialist look at the injectors first, then the pump and the engine last unless he can see something obvious.