SSO is single sign on, so you don’t need individual username and password for every service. It’s a bit more advanced so don’t worry about it until you have what you want working properly for a while.

DNS is like the yellow pages of the internet - when you type www.google.com your computer uses a DNS server to look up what actual IP address corresponds to the website name. The point of Adguard or pihole is that when a website tries to load an ad your custom DNS server just says it doesn’t recognize the address