I'm new to quantum mechanics and I was wondering is there a limit on the size and material of objects that can be entangled? And how would one go about entangling these objects? I read that photons are the easiest to entangle, but I've also seen an article where two millimeter wide diamonds were entangled.
Yes and no. The "no" part comes from the fact that we know quantum mechanics isn't a complete theory - it fails when gravity becomes important. So it's possible that we cannot entangle Saturn & Jupiter (but it's also possible we can; we just don't have a quantum theory of gravity yet).
Having said the above, in QM, there's no theoretical limit on how large an object is before it cannot be entangled. In practice, we can't use overly large objects because they "decohere" - they interact with the environment, which kills the quantum superposition. The larger the two objects are, the harder it is to insulate them from the environment, and the harder it is to entangle them.