hello, I don't exactly have an issue but I'm a Linux newbie, I'm trying things on my own and I would like to have a better in-depth understanding on some concepts :

So I decided to create a USB bootable key with a live version of Kali Linux, with persistence. To do that, I used https://rufus.ie/en/ and checked the option that allows you to do a persistence partition (I also read a bit on the internet to try to understand how such a partition is made, I read a bit about casper -rw files but I'm not sure I really understood), then booted on the USB key, tried modifying parameters in my Kali Linux and creates files on the /home, rebooted and everything was still there, so it's working perfectly.

Now I have two questions :
- What is fundamentally different between this setup and a real installation of Kali ?
- When I boot on the Key, I can choose between Kali Live and Kali Live (persistence) but both options allow me to create and modify files while keeping modifications after a reboot, so what is the purpose of the second option ?

Thank you !