Races - Normally races are a subset of a class chosen in character creation. However, some hacks on DW specifically combine one race to one class, or there are races that have no class.
Compendium Classes - Compendium classes are somewhere between the old D&D prestige classes and multiclass. If during the course of adventuring you get high enough level, and the right circumstances trigger it- you can add a Compendium Class to your current class. These can be simple things like learning a martial art or even being bitten by a vampire.
Hacks - Variants to the basic DW rules that are game changing.