Double Diamond is an iterative design process made up of four stages; Discover, Define, Develop, and Deliver.
The first diamond helps you understand what to focus on. This is made up of research including User Interviews and Usability Testing.
The learnings from the research during the discovery stage can help you to define the what you need to be working on.
The second diamond is about designing and creating solutions. Collaboratively creating ideas and prototypes which will be used for testing.
This last stage involves testing out your different solutions to learn which ideas to scrap, and which ideas to improve upon.