Hi,
Auto means that all settings will be automated by the camera.
Shutter Priority means you set the shutter speed and the camera will adjust the aperture according to your selection.
Aperture Priority means you set the aperture stop and the camera will adjust the shutter speed according to your selection.
Both Shutter Priority & Aperture Priority are also known as semi-auto mode in some cases. If you want to have full control over the settings, use Manual mode. But I think most people use Aperture or Shutter Priority mode.