Oxford comma
With Oxford comma: Please bring me a pencil, eraser, and a notebook.
Without Oxford comma: Please bring me a pencil, eraser and a notebook.
It is generally a stylistic choice. Wether or not to use it is up to you. However, using it can help with some confusion:
I love my parents, my dog and my cat.
vs.
I love my parents, my dog, and my cat.