Photoshop offers a number of palettes that contain displays of useful information, options, and shortcuts to various features. The display of various palettes can be toggled on and off via the hide/show features of the Window menu on Photoshop's menu bar.
The Info palette displays useful information about the area of the image that the cursor is currently residing over. As you can see, there are additional palettes, "Options" and "History", that are tabbed and currently in the background. You can click on the tabs to view them. The arrow in the upper-right hand corner will also provide additional options pertaining to the palette currently in use.
Many of Photoshop's palettes are context-sensitive. In other words, their contents change based on what tools you have selected or where your cursor is currently pointing. The "Options" tab is one example of a context-sensitive palette. Click on the "Options" tab and select various tools and see how the palette changes based on what you have selected.
Additionally, you can access the palette for many of the tools on the toolbar by double-clicking on that tools button. For example, double clicking on the Marquee button on the toolbar will open the options palette for the Marquee tool which, in turn, will allow you to set the properties for that tool.
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