Walls: Unbreakable elements, different types of walls can do different things, can be found in the Walls section.
Solids: Elements not effected by normal gravity, can be found in different sections like the Solids section.
Powders: Elements effected by gravity, can be found in different sections like the Powders section.
Liquids: Elements effected by gravity, can flow (unlike powders), can be found in different sections like the Liquids section.
Gases: Elements not effected by normal gravity, flouts in the air, can be found in different sections like the Gases section.
Energy Particles: Similar to gases, except they always move in different locations instead of wiggling around in one area, can be found in the Radioactive section
Game of Life Elements: Elements that simular Game of Life, which is not something that was first invented in TPT, it's actually something that exist elsewhere, TPT only simulates it, can be found in the Game of Life section
Tools: Elements that are used as tools, like elements that change the pressure, temperature and element properties, can be found in the Tools section.
So powder toy contains a lot of elements, some of them are used in electronics (can be found in the electronics section and other sections too, a bit complicated for beginners), some of them can react with other elements, some of them can explode (can be found in the explosives section and other sections too), some of them can melt and freeze under different temperatures, some of them can do special things when they reach a certain temperature, etc.
What you should do right now
So what I want you to do is to investigate in every single section (ignore the electronics, powered materials, censores, force and game of life sections for now) and play around with every single element, use the HEAT, COOL, AIR and VAC elements (can be found in the Tools section) to play around with temperatures and pressures. Also you should read the description of every element before you play around with it to get a rough idea of what it can do, this will help you understand that element.
What you should do later
After having a basic idea of most elements, you should check out the wiki page, it has detailed descriptions on all elements, it also has information about a lot of things in the game. Also you should try to play around with electronics and check out saves made by the community to try and understand how they work. If after all that something is not clear for you, you can make a thread about it and users will hopefully help you out.