WordPress can be a little confusing. One thing to start off with is to know that you can create categories for posts, but not for pages. The term ‘page’ is somewhat vague here. Most people will think of a page as a web page. For example, you may want an ‘About this site’ page that people can get info on you and why you built the site. You can create a ‘page’ just for your ‘About this site’, or, you could create the same thing using a post and creating a category called ‘About’ which would only have that one post associated with it. Since the content on that web page wouldn’t change often, making it a ‘page’ rather than a post would be the common thing to do. But, you can’t assign a ‘page’ to a category.
A ‘page’ really is more of a structural device than a content device. If I were you, I would create two categories, one called ‘blog’, and another called ‘reviews’.