Scales to Play Over Edim
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.
An Edim chord contains the notes E – G – Bb. Any scale that includes every one of those 3 tones fits over it — from the root E, that means E Blues, E Locrian, E Half Whole Diminished, E Whole Half Diminished, E Gypsy Major and E Gypsy Minor. They differ only in the notes between the chord tones, and that is where each scale gets its color.
Edim is also diatonic to one major key: F major (relative minor Dm). 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.