You are following the Getting Started tutorials. These tutorials assume you will be in Document mode, so that is the best choice if you are planning on working through any introductory materials. Don't worry, the vast majority of what you'll learn transfers to Worksheet mode easily.

You are using Maple as a mathematical scratchpad, and you want to focus on the math, not the commands.  You want to use standard math notation, and you will probably make at least some use of palettes and menus while solving your problem to minimize the use of commands.

You want as much control as possible over the appearance of polished documents and interactive applications.  You don't want to see command prompts, or be forced to adhere to a rigid input/output structure in your document.

You are trying to learn Maple commands.  In Worksheet mode, you can still work in standard math notation and use palettes and menus to enter and solve problems, but you get to see the corresponding Maple commands that do the work.

You want to enter your problems using Maple notation not standard math notation. (E.g. int(exp(x)/2,x) instead of $\int \frac{{\ⅇ}^x}{2}\ⅆx$ )  If you prefer using Maple syntax, use Worksheet mode and change your default entry from 2-D Math Notation to Maple Notation.  See Changing the Defaults, below.

You want to step through an existing sequence of commands one at a time, as a presentation tool or to fine-tune your work.  It is always possible to re-execute computations, in either mode, but stepping through one command at a time is easiest in Worksheet mode.

You will be writing Maple code.  It is possible to develop Maple procedures and scripts in Document mode, but most people find Worksheet mode to be a better development environment. Once your code works, you can easily transfer it to a Code Edit Region or the Startup Code inside your document, if that's where it is needed.