Dave....Congrats! As you can tell, finishing has a multitude of possibilities. Find the method that works for you and stick with it but don't be afraid to try other methods occasionally on scraps, of course. On myturnings I regularly used BLO, Zinsser's Sealcoat (dewaxed) and then depending on the intended use, I may put on lacquer. I friction apply these all on the lathe. Again....find a method that works for you....stick with it but don't be afraid to try new alternatives...on scraps first!
Ken
So much to learn, so little time.....