Well to understand collections, you'll have to understand the meaning and use of the collection interfaces. You'll have to understand the hierarchy. Collections can be divided into two categories
Collection and Map
Collection is for storing a number of values while map is for storing key value pairs.
Collection can be further divided into List and Set. List is used to have an ordered list of elements. While Set is used to have a list of unique elements which may be unordered. Maps always have unique keys while the values can be repeat.
Then coming down to the hierarchy, all these types are further divided into sub parts. List into ArrayList, LinkedList and Vector. Set into HashSet, LinkedHashSet and TreeSet. Map into HashMap, LinkedHashMap, Hashtable and TreeMap. The TreeSet and TreeMap contains sorted elements while LinkedList, LinkedHashSet and LinkedHashMap store a doubly linked collection of elements (read
this to know about linked collections)...
[edit: added something about maps]