As far as dirt bikes go, aside from diffences between competition bikes and recreational trail bikes, the competition bikes are either motocross oriented bikes (SX or YZ) and woods or enduro (XC or WR).
The differences are usually in:
You should try to get a dirt bike appropriate for what you'll use it most. Having said that, you can certainly adapt an SX for the woods, but it does require some changes - the smallest change would be the sprockets maybe.
Enduro bikes spend more time at low revs and like more torque at the low revs, while motocross bikes are usually revved a lot and develop more torque at higher revs.
A properly setup dirt bike makes a really big difference: read how to setup your handlebars, levers, suspension tires etc.
These enduro riding techniques will change your riding: throttle-clutch, cornering, traction, steering and more.
Heavy flywheels are also used to smooth out the behavior at lower revs and enduro bikes usually have them. It is not uncommon for motocross bikes to get these weights when bought for using on the trails.
If you don't setup proper gearing for the woods, the motocross bike will be a handsful on the trails, getting you tired quickly.
Suspension for motocross is setup differently from the woods. In motocross you want to absorb massive braking and landing forces, so the suspension is normally setup harder than a woods bike: