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.
A Edim chord contains the notes E – G – A#. 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. Start with the first scale listed: it is the most common choice, and the others color the same chord tones differently.
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.