I have the normal minecraft loader, and a lot of people tell me about Tekkit, what is the difference?
The normal minecraft loader downloads what's called Vanilla Minecraft, what is developed and released by Mojang. Tekkit is a collection of mods which change and add features to Minecraft - using their loader is easier than using ModLoader and messing with your jar files. The launcher also loads different mods such as YogBox, Hack/Mine and Voltz.
There are two different versions of Tekkit, Tekkit Lite and Tekkit Classic. Classic is the older version and Lite is the newer version that is aimed at smaller versions. The differences between them appear quite small - for the list of mods in them please see this link on the Tekkit site.
Using Mods can add a lot of depth to the game. You will need to learn fairly quickly a lot of new crafting recipies or how things work and connect together, especially with the inclusion of IndustralCraft2.