Kit Parts

[CSGuy]

Hi,

In my kit I have 3 different types of capacitors. There is a blue square, and orange circle capacitor that was never used in any project.

There are also two different types of transistors, only the MOSFET was used in my project, the smaller one that looks just like the temperature sense was never used.

So, how are these capacitors and transistors that were never used different from the ones that were? What do they do? Does it matter what type of transistor or capacitor I use? I'm not sure if it's a personal preference or if there is something functionally different between the parts.

The book says the larger blue capacitors can leak and damage things, so why don't I just use that orange/round capacitor that doesn't leak in all my projects?

[groundFungus]

The larger blue cap is probably an electrolytic type.  The do have a liquid or gel inside that can leak, but usually only because they are misused.  Most electrolytic caps are polarized, meaning the must be placed in the circuit positive to positive (like a diode).
Look at your cap and see if it has a + or - on one end and will have the working voltage as well (10uf  16V).  Install one backwards and they will fail, sometimes spectacularly.  The orange disc could be a ceramic disc.  They are not polarized, marking like 104 (100nf).  The electrolytic is often used to smooth out low frequency fluctuations in the power supply.  The ceramic disc is used to filter out higher frequency noise on the power rails, AKA decoupling.   The caps can't be used interchangeably.  You choose the cap, mostly, by the frequencies involved.
As for the transistor, Google the numbers on it and find a datasheet.