A coordinating conjunction joins elements in a series. Each element must perform the same grammatical function and appear in the same grammatical form. This is the rule of parallel construction.
We have seven coordinating conjunctions, which you can remember with the acronym BOYFANS: but, or, yet, for, and, nor, so.
When you use one of these conjunctions to join three or more elements, you should put a comma before the conjunction. This is called the serial-comma rule. The comma is often referred to as the Oxford comma. Thus: red, white, and blue.
Don't for minute think you cannot begin a sentence with a conjunction. That's a myth. All great writers routinely start sentences with but, or, yet, or even and. For a complete discussion, consult the section on Conjunctions in Parts of Speech on Grammar.com. Click here for the beginning of that discussion.