The oxford comma is the comma before "and" in a list. For example: a man, a woman, and a girl. The comma after woman is the oxford comma. Its usage is debated. Some people use it, some don't. I prefer to use it, it just looks nicer.
Example: There is my best friend, my wife, and my daughter. (with oxford comma)
Here is my best friend, my wife and my daughter. (without)
You can see that the latter could imply something else ( ͡° ͜ʖ ͡°)
I find it very difficult too. I repeat after the audio every time and I hope that it will come more naturally with time. You posted this six months ago, so you've probably already got the hang of it :)