Try reversing the battery connections. This show that a diode is a component which only conducts one way.
Diode with a.c. supply.
Note what happens when you put a short circuit round the diode (that is; when you connect B directly to C).
Connect the "earth" or "ground" connection of an oscilloscope to A. Connect the 'scope input first to B
then to C. (This will allow you to compare the voltage produced by the supply with the voltage across the bulb.)
Some special diodes
A light emitting diode must always have a resistor in series with it.
Try the zener diode circuit first with one battery, then with two batteries in series, then three …
This should show you why a zener diode is called a voltage regulator diode