Which diesel have you got?
How are you driving it, have you been used to diesel's before or is this your first?
I've got a Sport TDi (PD100 1.9) and I was getting approx 50mpg at first registration, but from about 5k miles onwards (currently on 23k) I can get 55mpg on most journeys, 60 to 65mpg on long motorway journeys at 70, and infrequently see below 50mpg, even when playing on country lanes!