Appropriate player levels for quests and dungeons in general is too complex a topic, for a couple reasons, including:
- Quests in the main story line or in faction story lines generally have a minimum level.
- Enemies other than bosses have a minimum and maximum level and are scaled to player level within those ranges.
- Dungeons are generally scaled to player level when they are entered, but that level is not reset if the player leaves without clearing the dungeon.
- For some quests, skills or spells used matter more than general player level.
Both the Elder Scrolls Wiki and the Unofficial Elder Scrolls Pages have level information on named quests, dungeons, and enemies. There is also a page of hints on when to start missions and in which order, although most of the suggestions are vague and more a matter of personal preference.
For the Diplomatic Immunity quest specifically, Delphine describes the mission as an infiltration, so it's better to focus on non-violent approaches to solving the mission. Some mix of thief or mage skills are the best options, although potions and enchanted items may offer good substitutes. Without revealing any spoilers, both character race and gear can help avoid several combats without worrying about either character or skill levels. Only the end of the mission requires combat.
If you need to know enemy level details for Diplomatic Immunity, all the enemies are Thalmor, mostly generic types of level 1 through 36 (1 through 44 for Thalmor Wizards.)