Quick one, Can i point the miner to a coinbase wallet address or I need some other sort of bitcoin wallet for mining?
In the other hand which wallet is the best on the market? (low rates, fees etc)?
Thanks.
You could point to a coinbase account, but then you are trusted them to correctly store and manage your coins. If you're ok with that, that's one option.
Wallets shouldn't have fees - its open source software. There's Bitcoin Core, Electrum, Armory, and countless others. You seem like you might be pretty new to this, so you should look at something simple, like Electrum.
Be sure you protect your seed and write it down somewhere safe.