put a new thermostat in it. While you're at it, replace all of the coolant.
Diesels don't really get "warm" until they're loaded. Once under a load, they'll make more heat than a gas engine of similar horsepower will.
heat-to a certain extent, loading a cold engine is kinda hard on it. IN other words, you basically have a cold block and hot pistons/rings. Thermal expansion takes place so the clearance between the pistons and the block is reduced. On a cold engine, oil does not flow well. It also does not get warm enough to boil out any moisture so repeated use of a cold engine can cause the engine oil level to rise; and in extreme cases the oil will develop a whitish color due to moisture that isn't boiled off. That's usually due to running the motor at or near idle speed and never letting it get warm. The thermostat is there to help get the engine parts to an acceptable operating temperature as soon as possible.
Lot of folks never really thought about it but on the old Ford 2.3L SOHC "Lima" (Pinto, Ranger, Fox Mustangs, etc) engines, among others, the thermostat would stick open or the housing would corrode and allow coolant to leak past the thermostat. The water pump is directly in front of the #1 cylinder. So cold coolant was pumped into the front of the block, and continually running the engine with a stuck thermostat would cause the #1 cylinder to wear a little more than #2, 3, and 4. I will sometimes buy those engines/blocks for spares (I run a fairly hot turbo version), and find that oftentimes the #1 cylinder is worn .010 while the other 3 are only maybe .004 worn. All due to stuck thermostat-or lack of a thermostat as some folks just remove 'em. Reminds me, my daily driver's 2.3 thermostat may be sticking-it runs at about 160 degrees and fuel mileage is poor (25 mpg-should be mid 30's). Yay-more work
So yes, replace the 'stat as soon as possible.