One thing nobody has mentioned yet that a lot of us do here is use a powerstroke oil filter for more capacity and better filtration( it's a tad bigger and filters down a bit finer) get one for a 96 powerstroke and it will fit just fine, it's just a larger filter.
COngrats on the new truck. Now is a great time to start taking care of it, especially since nobody probably has before. Chances are the insides of your engine are due for a REAL good cleaning to bring it up to peak performance and minimize oil consumption. You might want to consider running a couple of treatments of
Auto Rx sometime in the next few oil changes to help bring the thing back to it's original performance. having free floating rings is a must for diesels, but over time, they get packed up with soot and varnish, no matter what oil you use ( although high end synthetics slow down the process drastically )
Delo 15w-40 is good stuff, Ran that in big trucks for years. Holds up well to hard use and high heat and would be my first choice in any diesel that I'm not running synthetic in.
I run Amsoil 15w40 Diesel and Marine in mine and change it..... er well I dont
I have a bypass filter on there and and last test the oil had about 70k miles on it and was still fine
the amount of oil the thing burns would be the equivilant of most folks who change if they changed at 5000 miles, actually never having to add any between changes, but since i keep going, I end up having to add a couple qts around that point