In pokemon diamond when you get a master ball if you use it on something other than Dialga should you start over?

No, Dialga is relatively easy compared to the Pokemon in later levels and don't worry about your used Master Ball either. You can follow my Trainer Tip or use other methods to catch it, to say "I was given the Master Ball to catch {Mewtwo, Lugia/Ho-oh, Rayquza, etc.} and failed due to using it on another Pokemon" is like saying "Mew is under the truck and if I don't get it now I may never get it". With both they're several ways to catch them (Mew was never under the truck to begin with but is still obtainable through Glitch) and you can catch Dialga with the Ultra or other ball. Good luck d;)

~ The Anonymous Pokémon Master.

Total Caught: 487/487 + Shiny Complete.

TRAINER TIP: A lot of people make the mistake of using the the Master Ball on Dialga/Palkia or other difficult Pokemon. I instead recommend using a regular poke ball (or a primer ball on Legendaries or shinies) immedietely, on the top screen when the ball opens to release it's light press the middle of the poke ball on the bottom screen. If done correctly you'll be able to catch all Pokemon without weakening with a 100% catch rate.

Also there's been a rumor of being able to go to the Game Corner and winning a Master Ball.