Thieves oil can be applied directly to your skin without dilution if you want too.
When Thieves oil is applied directly to your skin it will work better but some people report that they get skin irritation from applying the Thieves oil directly to skin.
If it does irritate your skin when applied directly then just dilute it with a carrier oil such as olive oil etc.
Some peoples skin is more sensitive than others so it can depend on your skin but it's usually safe to apply Thieves oil directly to your skin.
A lot of other essential oils need to be diluted though because they're stronger.