M.Sc is the short form of Master of Science, while PGDip is the short form of Postgraduate Diploma. The only similarity between the two is that they are both postgraduate courses in which students are eligible to study after their bachelor's degree. However, their main difference starts with the criteria for the eligibility of each student for these postgraduate courses.
M.Sc is a postgraduate course that a student can study after getting awarded with a bachelor's degree in any science courses. In contrast, PGDip is also a postgraduate course in which students can study after their first degree, regardless of the courses they studied.
Although you are eligible for PGDip after getting awarded with a bachelor's degree in any courses; however, you will still need to pass an exam that will be conducted by your intended school. In contrast, this is not a must in M.Sc. While M.Sc will likely get you a job as a researcher or scientist, PGDip will mostly get you a job as an educator or a trainer.