Since it's first oil change, I use Red Line 15w-40 Diesel full synthetic and change it about ( this will give everybody a heart attack ) every 300 - 500 hrs. I'm just south of 4k hrs. and haven't had any "mechanical" issues yet (knock on wood). Also using the same in my '06 Kioti with a little over 4k hrs. on it now. I use Shell Rotella T6 in my '05 6.0 and change it out at the factory recommended 5k miles.
Now as for "dirty" diesel oil, it's not so much as dirt/dust getting in the oil as it is more carbon. Since engines now a days are a "closed loop", the only way dust can enter is thru the air intake into the combustion chamber. There is no "external" crank case breather like old days. Any diesel oil will turn black in about 100 hrs. or so. A good/high quality filter (oil & air) will catch any dirt/dust before it gets to vital engine parts. Now I'm not saying everyone should use synthetic oil but I do because I run my tractor(s) 7-12 hrs. a day 7 days a week from spring to fall in 90+ degree weather and the synthetic seems to hold up a whole lot better with the hot weather and the high heat generated by these tier4 engines.