Options for filling include:
1. just water (if you don't think it'll ever freeze or if you don't think you'll ever use the tractor while the water in the tires is frozen,
2. water and automotive antifreeze (keeping in mind that any leak leaves a toxic substance if any of your animals should drink it),
3. calcium chloride (which is heavier than the others and won't freeze, popular up north and I'll be surprised if you can even find it in Texas, and since it's corrosive, it will over a long period of time probably rust the rims, and if it leaks out, it'll kill any vegetation it leaks onto),
4. non-toxic antifreeze (sometimes known as RV antifreeze for the potable water systems in RVs),
5. foam (several different types, very expensive, and very difficult to cut the tire off the rim if you ever need to replace tires),
6. if I remember right, something called Rim Guard, which is a non-toxic substance made from beet juice.
The number one purpose in filling the tires is to add weight, thereby increasing traction, and perhaps increasing stability a little bit. So if you don't think you're going to be losing traction and spinning the wheels, you may not need to fill the tires. You didn't say what you're going to use the tractor for, what kind of implements, what kind of terrain, etc. I suspect you did discuss such things with the salesman, and he should have a fair idea of what you need (although there are some tractor salesmen, as with any other sales personnel, who don't really know their product). Of course the main reason to use the foam is to eliminate the possibility of flats.
So . . ., welcome to Tractorbynet, and of course the above is just my opinion. I've used tractors both with and without filled tires.