If the previous poster is still looking for how to get Dive 1 on his windserpent that didn't come with Dive, you need to tame a different pet that does come with Dive, play with it for a bit until you pick up that skill yourself, then train it to your windserpent...WoW Hunter 101...

Dive 1 is available from pets as early as level 26 in fact - 2 different bats in Razorfen Kraul...there's another there at level 27 too.  Above that starting at level 31 there's a variety of carrion birds, windserpents and another bat that can give you the skill in areas as diverse as Dustwallow Marsh, Uldaman, Badlands and Arathi Highlands.  Good hunting!