Coaches will affect the training/improvement of players, fitness will try to improve stamina etc, attacking will focus on attacking stats and so fourth. General coaches are good if you are at a smaller team with not many spaces.
Aerial is simple to try and improve, focus training on Target Man for a ST, with a mentor with good aerial.
Scouts, pretty self explanatory. Youth scout to find younger players, tactical scout for your match reports on opposition. Bargain hunter for cheaper finds, first team scout for players good enough to go straight into the first team.
As far as I know with the captain, try and get someone who is of a influential personality. Picking someone who the team doesn't agree with, will likely decrease morale.
I'm sure someone like @Scratch who has excellent knowledge on the inner workings of the game will be able to give much more of a detailed answer 😂