Here are the best answers I can come up with for you:
1) How many wires in the ceiling box? Are they both black in color? Are you not able to differentiate between the switched loop wire and the neutral wire?
Two and both are black in color. One is thin and I believe is my hot wire; the other is black but is thicker and has like a cloth like clothing on it. Not sure which you mean by switch loop and all.
1A) Since the house is 1925 era, I assume that the house is wired with Knob & Tube wiring and you do not have any bare copper grounding conductor in the ceiling box and there is no metal conduit, correct?
I do not have any bare copper grounding.
2) How many wires in the wall switch box? Same thing, are they all black in color?
3) How many switch locations do you have for the dining room light? One or more?
4) What type of light bulbs are you trying to dim? Incandescent, Compact CFL or LED?
4A) How many wires on the dimmer switch? What colors are they?
5) Do you have a 2-prong AC voltage tester (contact type) or an AC voltmeter handy or can you borrow one from a neighbor or a friend?
6) Do you have any existing 3-prong receptacles in the house that are grounded?
7) If you have a 3-prong receptacle, do you have a long 3-prong extension cord (50 or 100 footer)?