I'm new to Blender. After seeing a lot of tutorials is there a question I can't figure out.

What is the difference between blender and cycles render?

When i switch between the two render engiens I found out materials changed, so some of the options you have in the blender isen't in cycles render ... can it fit? For example, I was trying to add fur to one object will in blender Render .. but when I switch to cycles it wont appear on rendered image

Hope someone can come up with an explanation or link where it is explained