(1) Since $a_{n+2} = 3a_{n+1} - 2a_n$, we have:
$$\frac{d_{n+1}}{d_n} = \frac{a_{n+2} - a_{n+1}}{a_{n+1} - a_n} = \frac{3a_{n+1} - 2a_n - a_{n+1}}{a_{n+1} - a_n} = \frac{2(a_{n+1} - a_n)}{a_{n+1} - a_n} = 2.$$
Therefore, the sequence $\{d_n\}$ is a geometric progression with $d_1 = a_2 - a_1 = 1$ and common ratio $q = 2$. Consequently, we have $d_n = 2^{n-1}$.

(2) We are given $d_n = 2^{n-1}$ and $d_n = a_{n+1} - a_n$. Therefore, for $n \geq 2$,
$$a_{n+1} - a_n = 2^{n-1}.$$
Starting with $n = 1$, we have:
$$a_2 - a_1 = 2^0, \quad a_3 - a_2 = 2^1, \quad a_4 - a_3 = 2^2, \ \ldots, \ a_n - a_{n-1} = 2^{n-2}.$$
By summing these equations, we obtain:
$$a_n - a_1 = 2^0 + 2^1 + \ldots + 2^{n-2} = \frac{1 - 2^{n-1}}{1 - 2} = 2^{n-1} - 1.$$
Consequently, we have:
$$a_n = 2^{n-1} + 1.$$
Thus,
$$\frac{1}{a_n} = \frac{1}{2^{n-1} + 1} < \frac{1}{2^{n-1}} \quad (n \geq 2).$$
When $n = 1$, $S_n = \frac{1}{a_1} = \frac{1}{2} < \frac{3}{2}$ holds.
For $n \geq 2$, the sum of the first $n$ terms of the sequence $\left\{\frac{1}{a_n}\right\}$ is:
$$S_n = \frac{1}{a_1} + \frac{1}{a_2} + \frac{1}{a_3} + \ldots + \frac{1}{a_n} = \frac{1}{2} + \frac{1}{2^2} + \ldots + \frac{1}{2^{n-1}}.$$
Recognizing a geometric series, we have:
$$S_n = \frac{1}{2} + \frac{\frac{1}{4}\left(1 - \frac{1}{2^{n-1}}\right)}{1 - \frac{1}{2}} = \frac{3}{2} - \frac{1}{2^n} < \frac{3}{2}.$$
Therefore, we conclude that $S_n < \frac{3}{2}$ for all $n \in \mathbb{N}^*$, and the final result is:
$$\boxed{S_n < \frac{3}{2}}.$$