How to select between a first order and second order filter according to the application?
...when it comes to op amps...


Opamps really have nothing to do with the filter's order.

Using opamps is one of the ways that a filter can be implemented. There are also RC, LC, RLC and resonator based filters that use no opamps at all.

You should read a book on filter design and learn about designing a prototype filter based on a realistic specification ("reject all" isn't a realistic requirement). During the design of the prototype filter the order of the filter is determined.

When the prototype filter meets the specification then it can be translated into a design which can be implemented, perhaps using opamps.

If all this goes too far for you then find an existing design and re-build that.