Primary energy refers to the total energy from a raw energy source that is converted into consumable energy. For example, primary oil energy demand refers to the total amount of energy of crude oil that is then extracted, refined, and consumed. Primary energy is greater than final energy consumption because it includes the energy that is lost in the process through inefficiencies in fuel processing, thermal conversion, and transmission and distribution (T&D). 

Final energy consumption refers to the total energy consumed to meet the demand of all final end uses. For example, how much electricity a lightbulb uses or how much fuel a truck burns are measures of final energy consumption. It does not include transmission and distribution (T&D) losses or inefficiencies, which, in contrast, are accounted for in primary energy demand.

If you're interested in learning more, this explainer might be helpful:

You can learn more about each graph in En-ROADS by clicking on the arrow in the graph's title bar, which will open up a graph description.