Lapis has a blue diamond because she’s aligned with Blue Diamond’s court.
Connie has a pink diamond because she’s loyal to Steven, and would probably be aligned with his court if he had one (foreshadowing perhaps?).
Peridot and Lars both have their hats turned to the side, out of the audiences view. Because, while they both have loyalties to other gems, Peridot has rejected her allegiance to her Diamond, and Lars never had one to begin with.
Steven isn’t wearing a hat because he is a diamond, and diamonds don’t wear diamond symbols.
And Onion also isn’t wearing a hat, either because he has no loyalties at all, or because he’s secretly White Diamond.
Also, there are a bunch of pink diamond symbols all over the log they’re sitting on.