Sounds like you're young, 16 maybe? Take your time getting acquainted to off-roading, stick to forest service roads and mild trails, get a feel for your Jeep and it's capabilities. You certainly don't need to change all the fluids each time you go off road, but you do need to be smart and cautious as you explore the capabilities of your Jeep and yourself. Too many of us learned the hard way as young four-wheelers, having to call a tow service or Mom and Dad after a bad stuck or rollover would put a definite cramp in your wheeling style. After a few mild trips with no damage or breakage, your parents will gain confidence in your decision making ability. A few things you should do are: never go out in just one vehicle, having that buddy in his rig to pull you out if you get stuck or go for help if someone gets hurt or their vehicle can't be recovered is essential. Bring along the trail essentials, such as tools, a jack, spare tire, spare u-joints, a tarp to lay on if you have to do field repairs, a first aid kit, a tow strap, make sure your vehicle has tow hooks, etc. The most important thing to bring with you is common sense and sound judgement. If the obstacle looks intimidating and you aren't sure you should try it, take a pass and save it for "next time". Confidence builds slowly, through experience and judgement, go slow and take it easy until you (and your parents) confidence is at a level where you can go wheeling and return with no damage or breakage.
Good luck, and welcome to wheeling.