A diddle consists of two consecutive notes played by the same hand (either RR or LL). Compare to the drag, which also consists of two consecutive notes played by the same hand.
The paradiddle is a rudiment consisting of a four-note pattern of the form RLRR or LRLL. When multiple paradiddles are played in succession, the first note always alternates between right and left. There are also several official variations of paradiddle rudiments. Paradiddles are often used to switch hands while playing steady notes. For example, if steadily playing sixteenth notes, with right hand lead (RLRL, etc), then wanting to end on a drum to the left of the current drum, he may stick it as follows: RLRL RLRL RLRL RLRR L with the final left tap on the ending drum.