The only specific example I've seen mentioned is that during his reign, people were legally obligated to kneel in his presence.
he made the roman emperor into a God (think Louis XIV type of King). it is the end of the principate and the coming of the dominate. (princep meant first citizen, dominus means lord/master - you can see the change of tone)
in the principate the emperor was simply a consul for life and other roman jobs. he was supposed to be accessible (marcus aurilias reading petitions from old women under a tree, for example), charismatic, first among equals. (think andrew jackson's reputation or the pope who has a weekly audience with regular people)
so what Diocletian did was make the emperor inaccessible. like the president today - normal people can't get close. the image of the emperor became sacred. they took on the clothing of eastern kings, the imagery on their coins. the language of their laws changed.