http://epc.brp.com/ is your friend. Select Rotax JPS from the pull down menu, then your motor year (which is the AF in your AFA, aka 2016 for AF), 250HP, and finally the specific thing you have (probably with a cat converter). You'll find all the BRP related part numbers there.
Just giving random links to what you need. I'm in Canada, I presume you're in the USA. So just find these at whatever stores you prefer. And yes, there are after market options too, I'm trying to keep this simple and BRP specific. Oil change kit comes with everything you need including filter and o-rings.
Spark Plug (3): NGK DCPR8E the E is important since you need to have the removal terminal option where you need to unscrew the very small tip to fit your ignition coils.
Oil change kit for 1500 engine:
Amazon.com: Sea-Doo 4T 5W-40 Synthetic Blend Oil Change Kit for Rotax 1500 cc or more engine: Automotive
Coolant:
Amazon.com: BRP Ski-Doo Can-Am Sea-Doo XPS OEM Pre-Mixed Antifreeze Coolant Quart, 779150: Sports & Outdoors
O2 sensor: BRP 0460374 but it was apparently superseded by BRP 0461576,
0461576 O2SENSOR&ORING AY - Johnson/Evinrude, OMC | Crowley Marine
For guides, any Sea-Doo youtube video applies on similar engines. But in essence, warm up the oil (don't run the engine out of water for long.. I recommend about a min EVEN if you have a hose connected. It doesn't cool one critical part, the so called "carbon ring"). Stick suction tube into the oil dip stick down to 18.75", no more, no less (mark it with tape). Pump as much oil as possible out. Put the dip stick back in, run the engine for ~2 sec to get more oil in the pan for you to suck up. Suck more up. Call it a day (yes, you can probably get more oil out but it won't matter, and yes there are ways to crank the engine without running it to get more oil out, but it also won't matter). Pull the filter off with an E10 socket. Replace with the new one including new O rings. When you put it back on, it's normal that the cap of the oil filter doesn't seem to sit "flush". Fill the engine back up with 3 quarts. Close caps and run the engine for a few seconds. Then check your oil level and top up accordingly. Do NOT overfill. Hence don't put all the oil in one shot. Also, make sure your boat is levelled before doing all of this.
Coolant change, open the drain plug on the ride plate with a hex key, drain and dispose of properly. Get a friend to pour the new coolant in the reservoir and as it comes out of the ride plate, put the drain plug back in. This avoid air bubbles in the system. Fill to about the mid point of the min/max on the reservoir. Then close things up and run the engine for 20 seconds. Then check the coolant level again and top up accordingly. Once the coolant has completely cooled down, make sure it sits somewhere in between the min/max marks. I recommend NOT overfilling this either.
I assume you can figure out plugs and O2 sensor.
Again, just remember that these are the same engines in Sea-Doos. So you can search the web for those and you'll find tons of helpful videos.