Different burn rates, velocity, pressure, size and shape, consistency, ability to flow, susceptibility to temperature changes, price, cleanliness.
There are about 100+ different powders out there by multiple different companies. All are different, save for a few that are pretty close, if not identical to each other.
Again, what you are trying to achieve dictates your powder selection. 1/4 of the process is narrowing down what works for your intended application. The other 3/4 is pure experimentation for what works best for your application.
Since you seem pretty green when it comes to reloading, I recommend the ABCs of reloading for some good reading material. It'll get you started. Also, I would pick up a reloading manual and read the front section of it as they tend to be pretty informational. Speer, Lyman, Hornady, and Nosler all make excellent manuals to start off with.