* No Immediate Nicknaming: Unlike some other Pokémon games, Diamond doesn't allow you to nickname a Pokémon immediately after catching it.
* The PC is Your Nicknaming Hub: You need to go to the Pokémon PC in any Pokémon Center. Once there, you can access the "Summary" of the Pokémon you want to nickname.
* The "Change Nickname" Option: In the Summary screen, you'll see an option to "Change Nickname." Click on this, and you'll be able to give your Pokémon a new name.
Let me know if you have any other questions about Pokémon Diamond!