A couple years ago, I got a stream of emails from someone who shall remain nameless, who was completely convinced that there was something desperately wrong with the proof of the incompleteness theorem because of some kind of circularity in the diagonal lemma. I ended up writing him a long email explaining the diagonal lemma in terms of informal syntax, much as Quine does in Mathematical Logic.
I realized shortly thereafter that many of my students are in a position that is not so different. The diagonal lemma just is very hard to understand, in large part because its proof, in most expositions, in bound up with things like Gödel numbering, the representability of recursive functions, and the like, that really don't have very much to do with the diagonal lemma itself. The diagonal lemma is really a fact about syntax, not about arithmetic, and when one explains it in those terms it makes a whole lot more sense.
I therefore converted my original email into a short (five page) document that I've now used in a couple different courses. It can be found on my website.
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