Diversity Statement for Faculty Position in the US?
This comes off a bit to me like "this application asks for a teaching statement but I haven't ever taught or thought seriously about teaching, so what do I write?"  Well, if you haven't done anything or thought seriously about it, then you're not going to be able to write a very good statement.  The first steps (which it's probably a little late for) are to start thinking about issues around underrepresented groups and getting involved in some way.  Barring that you just have to resign yourself to this being a very weak part of your application.

That said, there are some other aspects beyond racial/gender diversity which you might think about and might have something to say about.  For example, maybe you have relevant experience concerning teaching ESL (English second language) students, or first-generation college students, or students coming from underrepresented rural areas.