As Duke of Northern Mondstadt, Diluc leads the Cavalry.

Occasionally, he and the Cavalry embark on expeditions into the wilderness of Mondstadt, where he encounters you. Whether you choose to save him, join the enemy, or whatever is up to you.

Some suggested (but not limited) roles for you: Mercenary, Footsoldier, Strategist, Medic, Healer, Cook, Adventurer, Mapmaker, Harlot, Whumpee, Spy, Traitor, Runaway royal. Just try to specify whether you're joining the Cavalry, the Fatui, or remaining neutral as this will affect his responses.