The three main choices of coordinates are Cartesian, cylindrical and spherical. I would say 99% of E&M problems that can be solved analytically use one of these. To find which is more appropriate to a problem, you look at the charge distribution or the potential and imagine what you can do to keep it looking the same or different. Here are some examples.
A volume charge density that depends on the distance from the center only and we write as ##\rho(r)## has spherical symmetry. Say you look at this distribution and then someone rotates it by any amount about any diameter while your back is turned. When you take another look, you wouldn't know that someone rotated it behind your back because everything looks the same as before. We say that this charge distribution has spherical symmetry and use spherical coordinates. If the distribution also depends on angle ##\theta## measured about a special diameter, e.g. north-south pole, it does not have spherical symmetry but has azimuthal symmetry. This means that if someone rotated the sphere about the special axis while you weren't looking, you still wouldn't be able to tell. However if someone rotated it about some axis other than the special axis, you would be able to tell. Nevertheless, one still uses spherical coordinates and writes the volume charge density as ##\rho(r,\theta)##.
What about cylindrical symmetry? Well, about what axis can you rotate a cylinder and have it look the same? There is azimuthal symmetry about the long axis which is what the magnetic vector potential has because of its form ##\vec A=A(r,z)\hat z##. A lot of situations with cylindrical symmetry have also translational symmetry. This means that if you go along the z-axis only, things look the same, i.e. the physical situation is independent of coordinate ##z##. That's what you did in part (d) of the problem to find a magnetic vector potential that is consistent with the Coulomb gauge: you removed the z-dependence so that the potential depends only on ##r## (or ##s##).