Here’s a simple guide for people who aren’t sure what these mean. 😉 The bold text links to Wikipedia, if you’re curious.
Command-line is generally text-only — you type in your commands. For people who know these commands, it can sometimes be faster to use the command-line for some things.
GUI, or Graphical User Interface, is what most programs are today. It has the advantage that you don’t need to know the commands ahead of time — you can dive in.
For a concrete example, MS-DOS is command-line, while MS Windows is a GUI.