How do I get to coney island beach from newark penn station by train?

There are a couple of ways. The cheapest is to take the PATH train from Newark Penn Station to Journal Square, where you'll transfer to a PATH train going to 33rd Street. At 33rd Street, exit the PATH system and get on the New York City subway (I believe you can make the transfer underground). The F train will take you to Coney Island (Stillwell Avenue station).