This is my first diesel car. When in accelerate over 3000 revs black smoke appears from the exhaust, is this normal?

Also when accelerating on the motorway I can sometimes feel a twitch in power like the engine is holding back slightly. What could this be, EGR valve, clutch or something more serious? There are no warning lights on so I guess the EGR would show a warning light?

I don't know the Panda diesels, but diesel engines in general. Yes, black smoke at high loads can happen. You'll see it when there's too much diesel or too little air in the cylinder.

I think the Pandas are common rail, so they should do rather well with limiting this. Some smoke isn't that much of an issue, lots isn't right. Maybe you should check that the air filter isn't cloggled up?

Under hard acceleration it would be normal for a bit of black smoke out of the back. I'd be concerned if it was happening under normal load.

When did you last service your Panda? Mine tends to get a bit smokey coming up to its service interval. I generally get a service every 10K miles.

How long have you had the car?
How many miles has it done?
And more important - how many miles have you done in it?
What service record has it got?
What was done at the last service, and when was it?

A few more facts like these will produce a better diagnosis for you. Otherwise it's just shooting in the dark.

Also what's your mpg like (measured properly from a full tank as opposed to the car's computer)? What's your usual trip (distance / type of roads)?

Most likely it's the EGR.

It should not be recirculating exhaust when the engine is under load (only when it's not, like the over run or a light steady cruise), when they do it effectively starves the engine of air, so it throws out black smoke.

It's common for them to hesitate a little too.
Particularly when applying the throttle after a steady cruise or reapplying the throttle after slowing down or coasting on the over run.

So a cough, hesitation or lack of power (and the smoke) when putting your foot down are signs it might not be closing the valve properly. It's probably gunked up with a mix of soot and engine oil vapour from the crankcase breather.

Maybe its been used for a lot of short runs, and needs a blast up a long hill to blow out the crud, the phrase "drive it like an Italian" is used on this forum frequently. My car gets a lot of short runs, and I had my MOT yesterday, Thursday night, I took it from Weston Super Mare to the north of Bristol flat out and back to make sure it passed the smoke test, it did.

Dismantle and clean the EGR valve. (carb cleaner works well). No amount of 'driving like an Italian' will cure it. Filthy job but works well.

On my Multipla, the EGR valve, hiding in the back of the engine, was tricky to reach but I found I could undo the four Allen-headed bolts holding the two parts of the case together and remove the 'loose' end after doing this. Inside the case is a sliding metal bar - a shuttle valve - and this gets stuck because of a build up of black soot from the exhaust. Cleaning the soot away with a spray can of carb cleaner would fix it for a year or so. Filthy job - wear gloves.