The Keyboard.press() should be followed by a Keyboard.release(). That is how your 'real' keyboard is. You could keep the button pressed a long time. For example, if you want to move forward in a game, you want to keep pressing that button.
To make it simpler for you, the Keyboard.write() sends a single character. Like you press a button on the keyboard and release it.
To send a string of text, the Keyboard.print() function is used. Like typing a whole sentence.
To send a string of text followed by Enter, the function Keyboard.println() is used.
Why so many functions ? Well, the 'normal' basic functions are the Keyboard.press() and the Keyboard.release(). The other functions are a result of the 'stream' class. The 'stream' class is a common class used by other classes, it uses the same functions for all sorts of communication (write,print,println).