There are many ways to set up a camera before you take a photograph. You can let the camera decide everything. You can let it decide some things, and you decide the rest. You can take total control and set everything. Each of these modes has good and bad things.
Here are four of those modes
Programmed Autoexposure. The camera does all the heavy lifting, but you do have control over some functions. Not a very creative mode
Av (on Nikon, just A)
Aperture Priority. You set the size of the aperture, and the camera does the rest. Good for images where depth of field (how deep the image has focus) is important. You can try some aperture experiments here: Photography Project: Distance and Focus (Av mode)
Tv (on Nikon, S)
Shutter Priority. You set the speed of the shutter, and the camera does the rest. Good for images where controlling motion blur (how blurry a moving object is) is important. You can try some shutter experiments here: Photography Project: Speed (Tv mode)
Manual. You control everything. Great for shots you have time to compose and specialty shots. I usually shoot in manual mode.