The node, in Drupal, is an odd animal when you first encounter Drupal, but once you get it you'll find that it's quite useful.
A Drupal Node is a unit of information. Usually, it's a unit of interrelated information that for the site is not usefully divisible. For example, if you had a node that represented people and their addresses, you could split it into address nodes and people nodes and associate them, but unless you've got functionality that displays how many people are at a given address, it's not useful to split it into two nodes, and better to keep them together as one unit. Consider: If you were sorting the data out onto index cards, or pages of paper, would you list the information together, or would it be more useful to keep it apart? If together, then they probably belong together on a node.
Since most of the data on a Drupal site are nodes, it's useful to classify the nodes so you can find the ones you're interested in. One of the most basic of these classifications is the Content Type, which is basically what kind of information the node represents, and is not changeable once created. Each Content type has it's own separate form for creating and editing the node type, and represents a different type of information. Page nodes are nodes that represent static pages on your site - like an About page. A Story node represents an article or story which should show up in lists of content. A Blog node would represent a blog entry... in Drupal 6 you can create as many Content Types as you like.
Once you go beyond Content Types, there's quite a lot of different ways to classify your nodes. CCK (The Content Construction Kit) is a wildly useful one, and it's so useful that in Drupal 7 most of the functionality in CCK has been included in the core of Drupal. CCK allows you add many types of fields to a node out of the box, and then there are other modules (Filefield, Imagefield, Link, Location) that create new field types to add.
In core, another way of sorting out your nodes is the Taxonomy module, which allows you to define vocabularies of tags or terms that can be assigned to nodes. These terms can be defined by the site admins ahead of time, or they can create a 'Tag' vocabulary which allows users to create terms as they create or edit their nodes.