To go along with what Hematite said, I think two grease guns is the best. One of them should have a rigid pipe/snout and the other one should have a flexible hose end for access to tight spots where grease fittings are often found. Buy a quality gun, not the cheaper kind. Also, get one with a valve on it to relieve air trapped in the head of the gun when you put a new cartridge in. Some guns just have a screw and others have a little ball checkvalve. For the real "Cadillac" of grease guns, get a battery-powered gun. My sweet wife bought me one for Father's Day and I love it. Grease tubes come in little cardboard cases, I think 12 to a case. That's a good way to buy grease. The box helps keep the tubes together and in a spot where you can easily find them.
You need to spend the money for Owner's Manuals. There is a manual for your tractor and a separate manual for your loader. It constantly amazes me that people will sell a tractor and not have the manual(s) or not know where it is. Last year I bought a 12-year old Kubota diesel lawnmower with no manual. The first thing I did was order an Operator's Manual and Maintenance Manual. I've already used both of those manuals several times. The electrical schematics alone are priceless. Oh well, this is starting to sound like a lecture, so I'll stop. If you buy a grease gun, it should come with instructions, hopefully in understandable English.
Here's a list of places besides the loader that you will find grease zerks:
1. Steering tierods on each wheel
2. Front axle up/down pivot - normally two zerks: front side/back side
3. Under operator's platform - pedals: cross shafts and pivot points
4. 3PH tilt levelling box
On the loader, you have two zerks that you can only get to when you remove the loader from the tractor. These are on the posts that mate to the tractor. There's a spring-loaded pin in there and a grease fitting you can see through a hole. NH recommends greasing this once a year or when the loader is removed.