Diavolo means Devil in Italian so the retarded hoodie makes sense.
He looks like a much buffer version of Jimmy, typically he throws off the hoodie because it's too small.
While nesting inside of Jimmy for the first two movies, Diavolo finds out about the existence of the Stand Candy, candy that gives you a stand. It is because of this that Jimmy developed 「HARRY」while Diavolo developed「 King Candy」, a stand with the ability to skip Halloween.
Diavolo almost succeeded in getting 「King Candy」 Requiem but, unfortunately for him, Hannah caught the Stand Candy first and developed「 Bug-A-Boo Requiem」and used it to plow Diavolo into a cycle of Infinite Halloween.