Lol just to sum up what was said above:
The OS is what runs Pleo on a day to day basis, it is essentially Pleo's mind.
The Ugobe personalities are mini temporary files that you can place on an SD card to have your Pleo act a little different for a while, for example the Christmas one will cause Pleo to sing and dance to some Christmas tunes. Once you remove the SD card though Pleo returns to normal.
Skits work in the same way as the Ugobe personalities they are user made programs to temporarily change how your Pleo acts. They are mostly song and dance routines at this time.
And welcome to the forum
Hope you find out everything you need to know here