(1) Install vim-gf-diff and vim-gf-user.
(2) Show a diff output in Vim (to review changes, for example).
(3) To go to the changed block under the cursor, type gf.
The plugins extend gf to open a file according to a diff hunk, if appropriate. See also http://whileimautomaton.net/2012/01/18221647 for more description.