Diana is a person wrapped up in shame because she is secretly not at peace with her life. She jumps from affair to affair with almost no regret, and she allows her mistakes to grow in severity as she hides things from people. For instance, Mickey's death was an accident, but they covered it up and hid the body, so they will not be granted the mercy that they might have if they had just called the police and owned up to the mistake.
Mickey is a person with a thirst for serious emotional experimentation, especially in bed. Jill knows from personal experience that Diana likes to choke her partners, but such games can easily go awry. Diana and Nick freak out when they discover that young Mickey has died in their bed by their hands, and they do everything they can to keep from getting caught. Diana even murders Bill to help her own case. Now, the reader can know that Diana was always capable of murder.
For Jill, the journey of the novel is to figure out what is true about Diana's character, but since Jill is sleeping with Diana, it is emotionally difficult for her to admit that Diana is suspicious. It is Tony and his wife who help her to see that Diana is the missing link. This helps to explain why Jill had such a hard time getting an emotional reaction from Diana about Mickey's death. Diana was the killer all along, proving to Jill that even the ones we love are capable of moral mistakes and violence.