Someone recommended I should take an oatmeal bath for my itching; what is an oatmeal bath?

Powder not oatmeal. When oatmeal is milled (prepared for use) the process creates a fine powder as a byproduct. This is sold in packets under several names. When added to lukewarm bathwater it has been helpful in reducing itching for up to a few hours.
Buy a packet. The easiest way to do this is to buy a packet of colloidal oatmeal over the counter (e.g. Aveeno brand). Mix a packet in the bath water according to the instructions.