Ahh...To Crisco or not to Crisco. The box of snakes has been opened!!
Doc is right on the money with his advice but I'm surprised that only one person has taken him to task on the RemOil.
Keep in mind that when these guns were in use, petroleum products for the most part did not exist. Lubrication was achieved via what ever was on hand which a lot of times turned out to be animal fat, beeswax or some sort of coal oil. We do have better things around today but there really isn't too much disagreement when it comes to using petroleum based lubricants on anything that shoots Black Powder. They work, but they do make your life more complicated at bath time.
Petroleum lubes tend to get tarry and resist cleaning with soap and water. This leads one to use things like GunScrubber or Brake Parts Cleaner or solvents to remove the residue, all unneeded expenses in my opinion and not as effective cleaning a gun as they are cleaning brakes. Also the pH of RemOil is unknown to me, but I would guess that it's neutral. Black Powder residue is slightly acidic so using a slightly alkaline lubricant makes sense (anybody see where this is going yet?). There exists just such a product which has been in production for over a century, Ballistol. It's the wonder product for Black Powder shooting, it slices, it dices and it puree's so to speak. Mix it with water 1:1 and you get Moose Milk which can be used for cleaning, although it's messy and your wife/girlfriend will need to love you more than you irritate her if she catches you using it in the house. Ballistol can be found a numerous outlets including MidwayUSA, but keep in mind you do not want the aerosol, get the non-aerosol and buy a small spray bottle for Moose Milk.
Nipples
Some do some don't (remove them). I personally remove them every time I clean but that's just me. I would suggest that as a beginner you DO remove the nipples when you clean. My reasoning is that when you get started you are going to miss stuff, cleaning is an art. Until you perfect your "Art" remove the nipples and make sure that they are absolutely dry before re-installing them. Since you already have your Ballistol by now, just put a drop on the threads before you re-install then screw them in snug but DON'T lean on them. They won't fall out during use, trust me.
Now the mis-understood Crisco
I use it, but maybe not for the reasons some people might think. First off, I'm cheap. I've used the wads both lubed and not. I don't need the expense of the wads and since I have a tendency to keep a gun loaded once in a while, lubed wads will foul the powder. One of my reasons for the Crisco isn't to seal the chambers. If the ball doesn't seal the chamber then the Crisco won't either. I just use a popsicle stick to put a dab on the mouths of the chambers for lubrication. In the summer I don't use it at all, I just pull the barrel ever few cylinders and Ballistol the arbor. Not really for the cylinder as much as to keep the barrel arbor lubed so I can get the barrel off at bath time. Any commercial Black Powder lube will do the same as Crisco and possibly better but think about it. Your wife/girlfriend probably has a can of Crisco sitting in the kitchen cupboard already paid for, and when's the last time she used it?? My only advice is not to return it to the kitchen cupboard when you're done or the next time you get cupcakes, they may taste funny.
Notes for a beginning Black Powder shooter.
1. Pull the nipples during cleaning until you are comfortable with your methods.
2. Lubricate with petroleum products only if you have to and don't use solvents. WD-40 IS NOT a lubricant!!
3. Use lubed wads if you want, they won't hurt anything. If you want filler, try cornmeal or cream of wheat to bring the ball closer to the forcing cone of the barrel. These also make excellent "gas-checks" as they compress and form around the ball better than wads.
4. Clean with hot soapy water or Moose Milk. Stay away from Petro-Chem solvents as they are not as effective.
5. And most importantly, post pics of the new gun. Post "Range Tales". Encourage others to get BP soot on them as well where ever you shoot. And if you reload cartridges be prepared to start thinking about putting Black Powder in guns you never considered to be Black Powder guns.
And remember, we're here to help you with your addiction, there are always people here that can point you in the direction of more Black Powder guns.