Question: I was reading about diodes and I know that they have a certain parasitic capacitance.
Now, according to Wikipedia, 

> 
> At low frequencies parasitic capacitance can usually be ignored, but
>  in high frequency circuits it can be a major problem.
> 
> 
> 

I have trouble understanding what exactly happens, so if you could come with some explanations that'd be great. 

Is this because when it comes to capacitors, voltage lags behind, or is it something else?

Answer: 
Often you want to use a diode to block currents flowing in a certain direction. But the parasitic capacitor will pass high-frequency current signals, regardless of phase.

Often you want to use a diode to provide a high-impedance in normal operation (while providing a path to divert unwanted signals like ESD strikes). The parasitic capacitance causes the diode to pass high-frequency signals rather than block them.
You have to realize that all electromagnetic fields are continuous to infinity and operate on the principle of superposition (2 fields interact with each other to make a resultant field) so when you put components in near locations they undergo mutual effects. As boards get smaller the distances get closer. The reality is the field strength falls off over long distances but electronics components on a board are near each other. It's no accident components are placed co-planar on a circuit board - electrical and magnetic field are at right angles.

One way electrical fields interact is capacitive coupling. 
At DC ( zero frequency zero phase ) capacitors rise to Vcc / Vss or whatever the resultant transient response is. So at DC they charge to create a field but frequencies above DC pass through a capacitor. 

Why is this important, depending on your type of transistor like a BJT or FET semiconductor, your diode activates a field at the doping region threshold. Complex models of a diode have a capacitor at the junction. That field shown below 

[![Diode and fields](https://i.stack.imgur.com/gWnk2.png)](https://i.stack.imgur.com/gWnk2.png)

requires a capacitive charge to keep the semiconductor in conductance known as the charge carrying current:

[![Charge Carrying Current](https://i.stack.imgur.com/0yrZ6.png)](https://i.stack.imgur.com/0yrZ6.png)

where the first term is the charge due to current and the second is the junction charge on the diode itself. 

Since a diode is connected to conductors above and below or right and left of the device that junction capacitor can also act like an RC filter at higher frequencies when combined with a load.