When should I change my gears?

You do not have to zoom down a slope when descending if you put more resistance on the pedals by using the "higher" or "harder" gears.  The lower gears are easy gears are for ascending hills.

Shift down to a lower gear = Ride uphill = ride on lower gears to climb uphill with less effort.

You are cycling on low gear when

1) your chain is on cog of smallest chainring = gear 1
2) your chain is on cog of biggest sprocket at the rear = gear 1

Shift up to a higher gear = Ride downhill = add resistance on the pedals and to reduce cadence (in your own term, heaviest).

You are cycling on highest gear of your bike when
1) your chain is on cog of largest chainring at the front = gear 3
2) chain on cog of smallest sprocket = gear 8 = you are running on 24 speed

This diagram of cogs on a chainring and freewheel of a 24 speed bike gives you an idea on which cog your chain is sitting on when you change your gears.

What this video if you would like a clearer picture of how your chain moves on the chainrings and cogs when you change your gears.

Choosing the right BMX for doing stunts.

If you plan to get a BMX  to learn some tricks with it, first you must find one that is suitable for your height. The top tube length will determine that.

You can find charts online that  provides information on choosing the right bike size based on your height.

Since you are doing stunts on it, choose one that is installed with gyro brake system so that you can make twists and turns without entangling your cables.

Make sure that the chainring have lesser number of teeth on it. This is so that you can start to ride off faster after doing your twists and turns. This photo shows a GT BMX 43T chainring. You should be able to find BMX with 28T (teeth) right up to 48T (teeth) chainring installed.

You can also decide if you want one with sport rims to withstand hard knocks or one with the standard rims with spokes inserted. This model with sport rims have disc brakes and pegs installed on its front and rear wheels so that you can stand on them as you perform your tricks.

While this model installed with V-brake has the standard rims with 68 spokes installed. The more spokes there are, the less likely it will be for you to damage the wheels when your BMX hit the ground during high jumps.

You also have the option to choose BMX with hi-tensile steel frame or chromoly which is lighter but more expensive. Cyclists who have ridden bikes with steel frame and also on chromoly frame find that the later is flexible and more comfortable to ride on.

If you are talking about what brand you should buy, do a search for reviews on the brand you are interested in getting. Since you are learning, it may not be a good idea to buy an expensive model to start.

Maybe you should consider borrowing or getting a used unit that is still in good working condition. After some tries (ouch, ouch), you may decide that doing stunts is not for you.