Originally Posted by Kris T
The way you season a cast iron pan is by oxidizing an oil. The oxidized fat turns into a glass-like sheen to provide that awesome non-stick finish. Coconut oil is one of the most oxidation-resistant oils out there since it is almost entirely saturated fats. Good choices to season a cast iron pan are flaxseed oil, safflower oil, soybean oil and canola oil because they break down so rapidly and oxidize so completely. It's a sin to use coconut oil to season a cast iron pan!
I had to nitpick there. If you refuse to buy those fats, you could use a refined olive oil, though it won't be as effective. I use cheap olive oil and get modest results. They'd be much better using flaxseed oil or safflower oil, but I won't buy them.
Don't put your trust in anyone on this forum, including me. You are the key to your own success.