A diesel exhaust system is not exactly like the standard gasoline engine exhaust systems. You need to know a little about the diesel engine before you can get into troubleshooting the exhaust system. For one thing, the system does include an intake manifold and exhaust manifold. Anything that is in that area that causes a problem is considered part of the exhaust.
Hearing Rattling Noises
Some diesels, as they age, will start rattling in the exhaust system. There is usually not much wrong with the system itself, but is the result of loosening or the loss of nuts and bolts that hold the system in place. The tailpipe is a big major contributor to this problem. If a tailpipe hanger comes off it will rattle a lot.
Checking the Manifold Intake
You should do a periodic check of the manifold intake. This is where the engine bolts to the exhaust system. You need to make sure there is no gaps between the two systems. If possible, do this with the engine running so you can hear and or see the exhaust fumes leaking from the gaps. If it is leaking here and there is no damage to the pipe, then you will need to replace the gasket here. Leaks at the manifold intake will cause you to loose compression and the engine will not run smoothly.
Checking the Manifold Exhaust
As with above, the exhaust manifold should be checked. Again, check for any leakage, and visually inspect for damage. If this manifold is leaking you will hear it coming out of that connection rather than the exhaust pipe. You will smell it also as the exhaust fumes will be coming up into the car. This should really be fixed before driving for you are breathing in fumes that can cause damage you health wise. Replace the gasket or if there is damage, replace the pipe of part that is damaged.
Checking the Muffler
Finally, the muffler itself needs a periodic check. You are going to hear all sorts of things if something is wrong with your muffler. You will smell the exhaust fumes in the car. You will loose compression, especially if you have a catalytic converter. If it is damaged, or clogged, you will loose power and stall out frequently. And it will happen suddenly. Road damage is the worst culprit in the damages of muffler systems. You will hit things in the road that can knock a hole in the muffler. The bad thing with most holes in the mufflers is that you cannot patch this. You really need to replace it. The same with the catalytic converter. They have to be replaced.
It is a good maintenance practice to have your exhaust system checked at least once a year. You can head off problems this way, especially with an older vehicle. If you have your oil changed at a shop you can get them to take a look at it while they have it on the racks. Better yet, take it to a muffler shop. There is usually no charge just for looking at the system.