Watch the Wrap Your Ear Around It online guitar lesson by Robben Ford from Solo Revolution: Diminished Lines

I learned to play the diminished scale the same way that I learned to play the pentatonic scale, and thinking of it that way will be very helpful. Don't think you have to learn it some other way - it doesn't require a certain set of skills.

What's challenging about learning it beyond just learning it as you would the pentatonic scale is that the notes can sound odd. It's an altered scale, so you're altering very common tones to the human ear. First, you need to wrap your ear around those sounds in order to work it into your blues playing.