Switching regulator overheating
The diode is fundamental to the device operation. Without it the circuit stores energy in the inductor and then, instead of it being directed to the load with the help of the diode, it splashes that energy all over the output transistor and probably damages it as well as making it get hot: -

If you have an example circuit, then don't test it it until it's fully built (unless you understand or have the knowledge that you can).