PDAs
General
PDAs are personal digital assistants - hand held computers - which are primarily designed to contain your address book and calendar.  Some people use the word "Palm" or "Palm Pilot" to mean PDA.  Actually there are several types of PDAs.
 Palm-powered PDAs
Palm PDAs are manufactured by PalmOne and the basic software which makes them work (operating system) is the Palm Operating System (Palm OS).  Some Palm PDAs are the Treo, Zire and Tungsten.  Other manufacturers create PDAs which use the Palm OS. 
Pocket PCs
Pocket PCs do not use the Palm OS, they use Windows CE by Microsoft.  It is easier to have Microsoft Word and Microsoft Excel documents on the Pocket PC PDAs.
Blackberry
The Blackberry device is used more for receiving e-mails wirelessly.  The e-mails are delivered to a server or to your desktop and then forwarded to the Blackberry device using cellular technology.  Blackberry PDAs can be configured to download your contacts information and calendar, also - either when connected by cables to your PC or wirelessly.
Smart Phones
Smart Phones are a combination cellular phone and PDA.  You purchase these from the telephone carrier.  But, visit the manufacturer's PDA website to determine which PDA devices work with which carriers. 
Does it matter?
If you only use the software which is pre-installed on the PDA, no it doesn't matter.  All PDAs include an address book, calendar, and task list.

If you want to synchronize the PDA with data from your desktop computer, then yes it does matter.  Desktop software applications are programmed to be able to communicate with either the Palm OS systems or the Pocket PC systems.  The Blackberry installation CD allows you to sync with Microsoft Outlook and other contact management systems like ACT!