The Appearance section in your admin is where the look of your website is controlled.
Themes are templates that dictate and control the look and feel of your website. In building your website we have developed a theme that displays your site how you want it to look. Changing your theme could mean your website breaking and we strongly advise you to not touch these.
Customise is the area where, depending on your theme, you can change things such as your header logo, colour scheme, background image, etc. It is very doubtful that you will ever need to change these.
Widgets are small blocks of content that you can add to your sidebar, front page or other areas of your website, dependent upon your theme.
Menus is the section where you control what is shown and how in the navigation areas of your website.
Editor allows you to edit the files of your theme. Unless you know and understand PHP, HTML and CSS I recommend you never enter this section!