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The very basics for those new to turntables
Welcome to Audio Kindergarten

Tone Arm: Holds the cartridge/needle and guides it across the record.
Cartridge: Attaches to the tone arm and holds the needle.
Needle: Also called a stylus, it reads the grooves on the record.
Platter: Platform on which the record lays.
Plinth: Foundation of the turntable
About Tone Arms
Tone arms are made from a variety of materials and have varying flexibility for weight adjustment. Adjustment allows the user to manually create the optimum connection of the groove and needle, and customize it for certain records that behave a little differently.
About Needles
Needles are delicate and sensitive. When worn out, it will seriously affect the sound of the record. A better quality needle is designed to have minimal wear on the record and optimize translation of the groove for the best clarity. Their shape affects how it obtains information from the record and how it will sound. This comes down to user preference as to how they want to hear their music.
Automatic vs. Manual
Automatic turntables start at the beginning and stop at the end of the record with the touch of a button.
Manual turntables will require the user to start the platter spinning, move the tone arm into place and lower the needle to the record. At the end of the record the needle must be lifted and returned to the holder by hand.
What makes a turntable more expensive?
Turntables are all about balance and minimizing vibration so the needle can read the grooves on the vinyl as accurately as possible. Achieving this is done with special materials which are more expensive, as well as more care put into optimizing the mechanics of the machine for better sound. Automatic turntables are super user friendly, but as turntables increase in value, the expense moves from having special moving parts for convenience, to more focus on higher quality components and minimal automation to ensure the basic operation is well tuned to produce great sound for a long time.
What about Speakers?
Speakers amplify the sound coming from the needle connecting to the grooves on the vinyl. Their components can have a drastic effect on how sound is broadcast. Music has high and low sounds so the quality of and balance of the tweeter (high sounds) and woofer (low sounds) make a big difference as to how the sound makes the listener feel. Speaker requirements will differ based on factors like the size of the space and the desire to adjust to more finite balances in sound. Bigger can create greater volume and further broadcast, but quality smaller speakers pack a powerful punch.