Good answer on diesel oil. They do turn black right away.I gather that this could be your first diesel tractor. If it is, don't panic.
Change the filter and the oil. Run it around the barn once. The oil will probably be dark and gross looking! That is fairly typical.
Like Buppy69 says -- an MF filter. Your local AGCO/Massey dealer should be able to fix you up with the filter. Any good "diesel-rated" multi-viscosity oil should take care of you.
Have fun with your Hinomoto. They are rough and tough little tractors.
Knute
Wes