A diatonic interval is an umbrella term used to describe any interval with the first note and the upper note being from the same major scale.
In the video below Marco Galvan gives a great demonstration of diatonic intervals in the C major scale. Please watch from the beginning until 2.40. Also have a read of your manual prior to watching.
There are actually two ways to play intervals (or two notes): harmonic and melodic.
Harmonic intervals
Harmonic intervals are when you play the two notes at the same time, (like in a chord).
Melodic intervals
Melodic intervals are when you play one note, then the other one, (like in a melody).
This video below from Music Theories is a nice was to explain consonant and dissonant harmonies. This video starts 1.26 and please watch until the end.