There are three different types of plate margins you need to know about.
Destructive (convergent) plate margin - this occurs where oceanic and continental plates move together. The denser oceanic plate subducts (goes beneath) the lighter continental plate. Friction between the plates causes partial melting of the oceanic plate, resulting in rising of magma and the formation of volcanoes. Earthquakes also occur here.
Collision zones - a type of destructive margin, however instead of a continental and an oceanic plate meeting, two continental plates collide. However as both plates are of the same density, neither subducts under the other and so both plates are forced upwards forming fold mountains such as the Himalayas.
Constructive (divergent) plate margin - these margins occur where two plates are pulling apart, this means magma wells up to fill the gap left behind, forming volcanoes and new crust. An example of such a margin is the Mid Atlantic Ridge.
Conservative (transform) plate margin - these involve two plates sliding past one another, either in opposite directions, or the same direction at different rates. Friction and tension between the plates build until it is released, resulting in a jolt which is an earthquake. An example of such a margin is the San Andreas Fault.