As you make your way between Pokémon Shining Diamond and Shining Pearl, you'll need to complete a handful of tasks before you can advance through the story. For example, when you reach Ore City, the first Gym Leader will not be present. Instead, they'll be at the Oreburgh Coal Mine and you'll need to talk to them to get them back to the gym. Here's where you can find the first Gym Leader in the Oreburgh Coal Mine.
You will need to get to the Oreburgh Coal Mine by going directly south of the city. Proceed through the city and you should see several conveyor belts carrying coal. Continue south until you reach the bottom and you should find the entrance to the coal mine.
Once inside the coal mine, proceed inside and continue to the next room. Then, turn right and you will pass several coal miners working on the walls. You can talk to them if you want to fight them in battles. You can also expect to encounter several wild Pokémon in this area. Continue to the right and follow the path below. Eventually, you should see an NPC with red hair and a miner's hat standing between two boulders.
Talk to Roark and you will see him use the rocks crashing into the boulders. After doing that, he will escape. You can now return to Ore City and challenge Roark in a Pokémon battle to earn your first badge.