Themes / Styles?

I am a complete newbie with WP! I’d like to know what the difference is between a “theme” and a “style.” On Alex King’s site, you can look at all the different themes and styles and download them, but I don’t understand what the fundamental difference is between them. They all just look like “templates” to me….. Thank you in advance, and I also apologize if I sound totally clueless! What’s the best way for a beginner to dig in?