i just got a 1999 chevy hd 3500 diesel, i think 6.5

when the truck is idling and i shift to drive or reverse it shuts off immediately.
i have to keep my foot on the gas and shift in order for it not to shut off.
what do you guys advise me to check, im stuck here

any advise will be great

thanks G

 

any lights or SES???

will it move under it's own power?

 

as soon as it hit D or R it shuts off, but if i hit the gas at the same time then it goes
i have to check if it has a check engine light on