Screws, and screwdrivers, have different types and sizes. The most common types are phillips head and slot head. Then there’s the less common Torx or star head, a super cool six-pointed star-shaped head, which is used on things that need to get very tight. Others exist, but let’s not get too complicated.
The allen wrench is something of a step-child. While a wrench by name, it also falls somewhat into the screwdriver category. It shares the criterion of the tool fitting inside the counterpart, and it shares some of the pitfalls of other screwdrivers. You can even get an Allen-head screwdriver. However, most commonly it is more of a wrench.
Despite the screwdrivers and allen wrench, there is different bits for different powerful tools, such as torx pin bit, hexagon bit, square bit, triangle bit, two point bit and so on.
You are likely to need a screwdriver for:
Computers, small electronics
Wall socket electrical outlets, light switches, and cover plates
Changing the air filter or hoses in your car
Furniture fixtures (cabinet & dresser knobs)