I recommend you get an owners manual which will cover scheduled maintenance and related issues. Change your fluids as per the operator/owners manual. The Walmart tractor transmission/hydraulic fluid is fine. It is made by Shell for Walmart and is typically half the price of pretty much the same stuff sold by the dealers in repackaged format.
I personally prefer Baldwin filters but there are other good quality filter brands out there. Stay away from the Fram, and other cheapee junk filters and you should be fine.