Like grease, fuel additives, or Ford/Chevy/RAM trucks, "everyone" is not using the same stuff.....that I can assure you. That's okay - - we all have "favorites."
IF you're talking motor oil - Like
@TheOldHokie said, scientifically lots of options. Definitely want a diesel-rated oil.
I think spec in the manual is 10w-30?
Personally, I use Shell Rotella T6 5w-40, mostly because it's readily available, and it's a synthetic.
I like 5w for cold winter starts. I use tractor year-round for snow and mowing.