The difference between the two is that Projects are the primary container. You can use Projects based on type of work needed (general writing, social marketing) or on which department/team is supposed to process it (graphic design, writers, IT, etc.). Depending on how you set up your Projects, they could have names like WRITING, GRAPHIC DESIGN, or IT.
Issues are the individuals tasks that are created within a project. Your issue will have a Key based on the Project and the issue's number (sequentially issued). So your fifth writing issue would have a key of WRITING-5.
Then if you add in Confluence, you can link pages and issues or create issues from pages. But if you don't have a Project set up in Jira, you'll need to do that first.