The product $X$ is separable if and only if $N$ is countable. This question provides one counterexample for uncountable $N$.
Below we proceed with $N = \mathbb{N}$, as the finite case is similar, only easier.
As @tomasz suggests, let $(y_1, y_2, \ldots) \in \prod_{n\in\mathbb{N}} D_n$ be arbitrary and define$$D = \left\{(x_n)_{n=1}^\infty \in \prod_{n\in\mathbb{N}} D_n : x_i = y_i \text{ for all but finitely many } i \in \mathbb{N}\right\}$$ which is a countable set. Let's check that $D$ is dense in $X$.
If suffices to verify that $D$ intersects all nonempty basis elements for the product topology on $X$.
Take an arbitrary
$$U_1 \times U_2 \times \cdots \times U_n \times X_{n+1} \times X_{n+1} \times \cdots \ne \emptyset$$ where $U_i \subseteq X_i$ are open, for $i = 1, \ldots, n$.
Since $D_i$ is dense in $X_i$ and $U_i$ is a nonempty open subset of $X_i$, let $x_i \in D_i \cap U_i \ne \emptyset$, for $i = 1, \ldots, n$.
Now notice that $$(x_1, x_2, \ldots, x_n, y_{n+1}, y_{n+2}, \ldots ) \in D \cap \big(U_1 \times U_2 \times \cdots \times U_n \times X_{n+1} \times X_{n+1} \times \cdots\big)$$
Hence $$D \cap \big(U_1 \times U_2 \times \cdots \times U_n \times X_{n+1} \times X_{n+1} \times \cdots\big) \ne \emptyset$$
We conclude that $D$ is dense in $X$. Therefore, $X$ is separable.