Keep in mind that diesels are very different from gasoline engines when it comes to how they produce heat. At idle, or low power settings, they produce very little heat, and won't show much of a change in coolant temperature. Part of that is the way they produce heat, and part of it is that the cooling system is designed around removing heat from the engine when it's making rated PTO power for hours on end, on a hot day. So, at low power settings the cooling system can remove all the heat produced, and the needle barely moves.
You could actually start your tractor and let it idle for a couple of hours and never see much change looking at the temperature gauge. It sounds like you're not working it hard doing the loader work in your yard, so it's likely everything is okay. If you hooked up an implement, and ran the engine at PTO speed for half an hour, I'm betting you'd see the needle rise more than it does now.
If the engine is running smoothly, and there are no signs of smoke, I wouldn't be too worried. As an experiment, you could try running it at high idle (check the manual, but it's probably near full throttle) for something like ten minutes and see if the needle moves (although even high idle doesn't create much heat in diesels)....won't hurt to check.