A very exciting experience, @winnie! 
In situations like this, I say trust your instinct. If you feel Diana (or perhaps another friendly spirit close by) is reaching out in greeting, then enjoy your new connection!
If you sense that they are friendly and wish to talk more, you might want to consider trying to contact them 
Spells8 recommends purple candles for connecting with spirits. The plant heather has also been used to cross worlds or to attract ghosts and the Fae.
Enjoy, and Blessed Be! 