The single most important thing you can do for a turbocharged engine is to let the turbocharger cool after a hard run - and that means either driving gently for the last few km, or letting the car idle for a minute or two. Shutting down a hot turbocharger causes oil to form deposits in the bearings as it cooks from the heat of the turbo, then when the bearings self-destruct and shred the compressor wheel, the broken bits find their way into your motor and it's another new engine you'll be seeking.
Diesels have a lot of blow-by and the engine oil turns a dirty black fairly quickly after a change, which encourages some people to change the oil every 5,000km. With modern oils you'll find that they're still doing a great job of lubricating the engine at 10,000km so really the service interval is a matter of both personal preference and your financial capacity to do it. At the very least you'd do oil + filter.
Checking an owner's handbook for the service intervals and following those would be a good guide. There are other things that have to be done from time to time, like radiator coolant, air filters etc.
If you are looking for a good first mod which will provide a small performance improvement and a HUGE amount of protection for the motor, consider a front-mount intercooler. The FMIC will catch chunks of turbo, but will also lower the temperature of the charged air - which also causes MORE air molecules to be inside the cylinder when the valves close and thus allowing better combustion = more power. It's not a huge difference but it'll be there.
Another mod you might consider is a catch can - to remove the oil from the blow-by gases being returned to the engine's intake.