It's not rocket science.
Use Mobil 1 0w-40 European car formula. Buy the filter at the dealer or from an online specialist vendor (i.e. here).
This car is designed to have the oil removed out the top, through the dipstick tube. It's easier and neater if you have access to a topside oil extractor. Marine or boat dealers sell these. You can drain it out the bottom the usual way as well, but it's more work to put the car on ramps/stands, remove the belly panel, etc.
The oil filter will come with replacement o-rings. Be sure to replace both. Make a note of where the groove which locates the big one on the cap is located. On some MB engines it is counter-intuitively a few mm below the lip of the cap.
The oil filter cap just takes a standard oil filter socket tool, it's available at most any auto parts store. You can use a strap wrench in a pinch, but the correct tool is better. Tighten the cap to 25nm, that's about 18 pounds of force on the end of a 12 inch long wrench. If the plastic cap cracks, you've overtightened it.
Look up the oil capacity in the owners manual. If you don't have one, go to to mbusa.com and see if you can download one in pdf format.
The maintenance display does not automatically reset. You can, however, find a video showing how to reset it on youtube. It's probably also in the owners manual, but hidden somewhere hard to find.
You can probably get an exact oil level reading from the display by going into dyno mode. Again, look for a video or use google to search up a forum thread. There tends to be more AMG specific content on the benzworld and mbworld forums, though the people here are much, much nicer!
Be sure to check for leaks before driving the car. Start the car and let it idle for 30 seconds. If no leaks around the oil filter, then get in the car and rev it to 2,000RPM for 30 seconds. If still no leaks, you are good to go.