First entry into diesel take two

Fronty,
you dont mention how many Kms it has, but one could assume around 300,000+?
Change oil and oil filters every 5000km and the fuel filter every 10,000 to 15,000 km.
Yes fit an airfilter, type is up to you, and how much room is left under the bonnet.
The swirl canister type that comes std in hiluxs,rodeos etc is preferable if your going to be doing a lot of off road/ dirt roads.
Have a good look at the turbo and see if theres any damage to the impellor from it injesting dust/rocks,small birds/children etc, small nicks you can clean up with a file/ small carbourundum stone, bigger nicks/bits missing will need professional help.
Black smoke is usually caused by over fueling and /or clogged injectors.
The previous owner may have just turned the fuel up to suit the turbo or it may need an injector service and pump timeing check etc, find a reputable diesel mechanic in your area and have it checked out. Excessive overfueling is a good way to destroy a diesel. Be aware that diesel health checks may cost several hundred $, rebuilds however run into thousands, discuss whats needed and prices BEFORE you get anything checked.
Additives....wynns,flashlube etc all have a diesel additive for fuel system lubrication and cleaning and biocide, may be worth a go, have a spare fuel filter ready to go in case they clean out some dirt/bugs from your tank, may also help with the black smoke.
What else to check?
Radiator condition, dents corrosion, coolant- plain water/ rust or coolant?
Timeing belt if fitted, check the manual your going to buy.
Fan, alternator belt condition, battery condition, windshield wiper blades etc
Rust in the doors or lower sills, around the windscreen.
Wheel bearings, brake pads yadda yadda the list goes on.
Buy yourself a workshop manual, it will have many of the answers you require.