Scales to Play Over Cdim
Every chord is a subset of several scales: any scale that contains all of a chord's tones fits over it. Pick a chord to see the matching scales from its own root, the major keys the chord belongs to, and full fretboard diagrams for every scale on guitar.
A Cdim chord contains the notes C – D# – F#. Any scale that includes every one of those 3 tones fits over it — from the root C, that means C Blues, C Locrian, C Half Whole Diminished, C Whole Half Diminished, C Gypsy Major and C Gypsy Minor. Start with the first scale listed: it is the most common choice, and the others color the same chord tones differently.
Cdim is also diatonic to one major key: C# major (relative minor A#m). In a song from one of those keys you can also solo with the key's own major scale or its relative minor pentatonic across the whole progression, not just this chord.