If you've not messed with diesels before, you have sort of new experience coming.
Basic principles of combustion are similar, similar assembly procedures, but (as was mentioned earlier) the biggest issues with these engines is the injection pump and timing.
Also - Parts are not as easy to find as the gas counterparts.

If the injection pump is set at the factory, great. Since you would be assembling the engine, (your fist time with a diesel?) you may have some fun.

Meh, if the engine is complete and all parts are there, and here's the key - it's cheap - go for it.
It will be an adventure.

One note: Be SURE to have a real factory type assembly manual. Not all manuals are created equal.