Oh, you legitimately don't know?
Well, Dio comes from an anime named Jojo's Bizarre Adventure. His full name in it is Dio Brando, but later he just goes by DIO. His first name is actually a reference to Ronnie James Dio, and his last name is a reference to Marlon Brando. This series is full of references and tie ins from various bands and musicians. The story itself is also pretty great. If you do check it out, whether it be subtitles or dubbed over in English, start at part 1 because that's where he is introduced. You can visit Crunchyroll if you don't mind subtitles. It automatically starts with the later part that's currently airing, but again, part 1 is where to start. Those re-edit's are unnecessary though.