All three are genuinely great, but for different purposes. Oat milk is the most versatile - neutral flavor, works well in coffee, cereal, and basically everywhere. Almond milk is sweeter and more nutty, great in coffee if you like those notes, but it can separate a bit in hot drinks. Coconut milk has the strongest flavor - not everyone likes it because you really taste the coconut, but it can be an interesting option for cereal.
For coffee I'd suggest starting with oat or almond milk - they hold their flavor and consistency better. For cereal you can experiment; it's really just a matter of what you're used to and what you like. Coconut milk in hot cereal gives it an almost tropical vibe, which some people love and others find off-putting.
My main advice - grab three small cartons and try them in the same coffee and cereal. Taste is really personal, and what your friend loved might not be for you. Also pay attention to the ingredients - some have a lot of additives and sugar, while others are basically just juice and water. That makes a huge difference in the taste.