I’ve personally decided to wait til 2nd or 3rd oil change for synthetic. Not sure any real benefit, but no real harm either.
Being your first diesel, it’d be best to familiarize yourself with diesel oils & their different specs/features/requirements vs gas motor oils. Delvac is Mobil’s diesel oil name (Delvac 1 being the synthetic, although there is a Mobil 1 for light duty diesels). Delo is Chevron’s name for diesel oils, Rotella is Shell’s, etc. All of those (and more) are good quality diesel motor oils, pick one (& change the oil regularly) based on availability, which name you like better, whatever and you’ll never know the difference in my humble opinion.