In the movie, the lead antagonist said this about himself:
It takes a god to kill a god.
And we learn that
Diana aka Wonder Woman is the daughter of Zeus, the so-called god-killer he gifted to the Amazons - the birth of a new god.
Is what he said true? Assuming that to be a yes, then if he had indeed killed all others of his kind, does that mean that upon his defeat, there is none left who can kill Diana?
When modern Wonder Woman in Batman v. Superman faced Doomsday, it was clear she was outmatched. Without the intervention of Superman and Batman's Kryptonite spear, alone she would have simply been beaten to death. Doomsday just kept getting more powerful with each injury she caused.
Diana is amazing. She is formidable, but it is clear she can be beaten by an enemy capable of dealing out more damage, outfighting her, or using an attack she simply cannot overcome, which Doomsday seemed quite capable of doing if he had been given time.
You have to look at the gods the way they see themselves. Before the arrival of aliens on Earth, the Greek gods were the most powerful beings they knew. Assuming there were no other gods, from their perspective, only other gods or monsters from their mythology had the magical or physical capacity to defeat them. From their perspective, at least until other aliens arrived, "only a god could defeat a god."
She hasn't died in the movies yet, so we cannot make claims about what can kill her there. In comic continuity she has died to a variety of opponents, including one of Darkseid's family (Steppenwolf).
Trying to reenact Baldur's birthday festivities by having people hit her with weapons while she just sits there probably wouldn't go very well for her, though. She does try to avoid or block attacks, presumably there is a reason for that.
