Microsoft have re-created the "Microsoft experience" across their fleet - on the XBox one, on the tablet, on the phone, and of course on the PC. This redesign heavily incorporates the "Metro" interface, which runs apps, rather than desktop programs.
Desktop programs ("desktop apps") are run in what Microsoft refer to as legacy mode - the "old" Windows experience you're used to.
Each has its own advantages and disadvantages, but (it appears) Microsoft are likely only going to support legacy desktop apps for a limited number of time - probably the next 1-2 releases. This is similar to how DOS support was dropped.
There's an excellent article comparing the advantages of both here. It is written with developers in mind, but it's reasonably easy to read.