Pickups are so called because they “pick up” the mechanical vibrations of your strings. Dependent on the design of the pickup, these vibrations will be interpreted in different ways, giving a slightly different output sound.
The two main types of electric guitar pickup are “single coil” and “humbucking”. Single coil pickups are prone to pick up interference from e.g. transformers or fluorescent lamps, whereas humbuckers use two specially configured coils to minimise this disturbance.
However, this doesn’t make humbuckers fundamentally better; although they minimise interference, their design imparts a certain sonic characteristic that may not be to your taste or fit with the style of song you are playing. Broadly speaking, humbuckers have a “thicker” sound, while single coil pickups sound “thinner”, though this can impart a pleasing jangly bite.
The good news is many guitars feature at least one of each pickup type, meaning you can select the appropriate sound mid set.