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: 
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.
At low frequencies capacitors appear as open circuits, which can be ignored. At higher frequencies their impedance starts to decrease, so they can't be ignored any more. This has nothing to do with the diode, it is common to all parasitic capacitors.