The changeable choke tubes are what is in the end of your barrel; your gun most likely came with a few. Choke describes the amount of constriction: Cylinder is the same diameter as the barrel, Improved Cylinder has a little constriction, Modified some more than that and Full the most of all. Shot sizes get bigger as the number goes lower, so #7 is SMALLER than #2.
Personally with your total lack of knowledge on this, you might want to take a basic shotgun class so you are safe out there while hunting.