petroleum jelly vs coconut oil vs diaper cream

Ok so this might be a dumb question but am slowly trying to get everything I still need for baby and was in the baby aisle and looking at all this crap and no idea what I'm supposed to get. First question, do you use jelly on the baby EVERYTIME you change them or just after they poop or what? Then I assume diaper ointment just when they have a rash....and I read some people use coconut oil in place of the petroleum jelly but again is this something you use every single time. Someone HELP ME PLEASE lol.