What is exactly is Full Coverage Insurance? And how to ensure you have it when applying for insurance online?

I recently purchased a new Jeep and for the first time and am required to have Full Coverage Insurance. I signed up online with Progressive, but was informed from Capital One (my lender) 3 months later that I didn’t have Comprehensive and Collision coverage, so I had to call and change my policy.
I now what to shop around and get some different quotes for the but am not sure with the online process. If someone could please tell me exactly what I am required to have I would greatly appreciate it!
I live in Oklahoma, if that makes a difference.

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