In normal X-sudoku puzzles the two diagonals are marked with a thin, gray line. (They might also be shaded, but that’s less common.)
The lines signify that the sudoku rule of no repeated number also goes for the diagonals.
An X-sudoku puzzle. In addition to normal sudoku rules, no number can be repeated in the diagonals either.
Some puzzles might have more than two lines. The rule is the same: No number can be repeated in any of the diagonals.
An X-sudoku with more than two diagonals. This variant is called “snowflake”. No number can be repeated in any of the diagonals.