Iron cook ware is a great choice. Although it will take a little more effort to keep them in good condition. No need to use plastic tools like you would on Teflon coated pans.
To season, I would use an oil which is not easily damaged by heating. Vegetable oils have the highest smoke points and may be your best choice. If the pan appears to have a coating from the factory, try to remove this. Water, soap and elbow grease should do it. Do not use the dish washer as these soaps can be slightly caustic. Then dry completely in a moderately hot oven. Remove when fully dry and with a paper towel rub on a very thin coating of oil on the inside surfaces. Return to the oven and raise the heat somewhat, but not enough to smoke the oil. Naturally, you should wear oven mitts for the hot pan. Once the oil appears to have adhered to the pan and seems "dry", repeat the process a couple times and you should have a good coating as starting point. The entire first seasoning may take a few hours.
I do not recommend using soap of any kind as this can ruin the seasoning you are trying to achieve.
In time your iron skillets and pots will become "black iron" and not only will is have non-stick character but because they are iron they will heat evenly on either electric or gas stoves.