http://en.wikipedia.org/wiki/Hash_table[
^]
At the bottom of the article, there is a table of related data structures (collections, linked lists, arrays, trees, etc.) follow the links there for the wikipedia articles on those.
Once you've read the wikipedia articles on the various data structures you are confused about, then you should understand more about which to use for what purpose.
If you still don't understand a particular aspect of them after that, or have a specific problem you are trying to solve and aren't sure of the best approach, then come back and ask a less general question.