Hi, I am making a changeling bard, and I noticed that changeling creature type is fey. I know that means you are immune to certain low level spells, and vulnerable to some other spells, but which book does it say it, and where? thanks

About changeling bard: he has associative identity disorder, whenever he makes a mask, it is its own personality, own alignment, and they all coexist 

Two slightly different versions of the Changeling exist.  One from Ebberon and the other from Monsters of the Multiverse.  The Ebberon version is NOT fey. Instead he is a Humanoid shapechanger.  The Multiverse version is a Fey Shapechanger.  I am assuming you are using the Multiverse version, where he is a Fey Shapechanger.

Being Fey means you are immune to any spell that says humanoid.  The most common spells like that are Charm Person and Hold Person.   They need to use a Charm Monster and Hold Monster spell, which are much higher level in order to affect a Fey.

Being Shapechanger means you you are immune to certain spells that change your shape. Things like Polymorph ad Flesh to Stone.  

They usually say something along the lines of "The spell has no effect on a shapechanger or a creature with 0 hit points."

To my knowledge, that's going to come up in the specific spells / abilities.

Hold Person for example specifies humanoid. So you'd be ineligible for being targeted by that.

On the flip if there's an Oath of the Ancients Paladin in your party, they'll have to be tactical about using one of their Channel Divinity options. Whereas a humanoid PC wouldn't worry about it.

Turn the Faithless - As an action, you present your holy symbol, and each fey or fiend within 30 ft. of you that can hear you must make a WIS saving throw (DC 14). On failure, the creature is turned for 1 minute or until it takes damage.

Quote from Mog_Dracov >>

Two slightly different versions of the Changeling exist.  One from Ebberon and the other from Monsters of the Multiverse.  The Ebberon version is NOT fey. Instead he is a Humanoid shapechanger.  The Multiverse version is a Fey Shapechanger.  I am assuming you are using the Multiverse version, where he is a Fey Shapechanger.

Being Fey means you are immune to any spell that says humanoid.  The most common spells like that are Charm Person and Hold Person.   They need to use a Charm Monster and Hold Monster spell, which are much higher level in order to affect a Fey.

Being Shapechanger means you you are immune to certain spells that change your shape. Things like Polymorph ad Flesh to Stone.  

They usually say something along the lines of "The spell has no effect on a shapechanger or a creature with 0 hit points."

Also potentially banishment too depending on which plain a player with a fey PC decides is their “home plane.”

Thanks guys, about which version I'm using, I'm using the ebberon version since it gives stat bonuses, but counting it as fey instead of humanoid. Also, the changeling bard is just my 2nd character, so thanks again

Quote from Moray76 >>

Thanks guys, about which version I'm using, I'm using the ebberon version since it gives stat bonuses, but counting it as fey instead of humanoid. Also, the changeling bard is just my 2nd character, so thanks again

 
The MotM fey version of the changeling also gives stat bonuses:

Ability Score Increases

When determining your character’s ability scores, increase one score by 2 and increase a different score by 1, or increase three different scores by 1. Follow this rule regardless of the method you use to determine the scores, such as rolling or point buy. The “Quick Build” section for your character’s class offers suggestions on which scores to increase. You can follow those suggestions or ignore them, but you can’t raise any of your scores above 20.

Quote from Moray76 >>

Thanks guys, about which version I'm using, I'm using the ebberon version since it gives stat bonuses, but counting it as fey instead of humanoid. Also, the changeling bard is just my 2nd character, so thanks again

 The version from Mordenkainen's Monsters of the Multiverse also gives stat bonuses, but they're the player's choice of +1 to three stats or +2 to one stat and +1 to one stat.  They're not fixed to specific stats the way the Eberron version is.  That seems to be the new normal moving forward.

ooooooh, makes sense, but I'll take the +2 to charisma and +1 to either dex or int

he will also def multiclass, such as way of the ascendant dragon for the Dragonborn personality, and phantom because of the ability of gaining skill profiencies. he's as jack of all trades, built for long campaigns

I’m not sure long campaigns favor that kind of disparate multiclass; those tend to accentuate the “master of none” aspect of the jack of all trades. Monk in particular is generally not worth dipping into.