We are would like to get some data on our constituents and we want to know what is the difference between the query module and the report module.
Queries are used to find constituent records based on a certain set of query logic. Reports are used to find specific information about what your constituents did. For instance, if you need to generate a list of constituents who are in a specific group, are from a certain state, or a list of people who have opted out of email, you would use a query. If you wanted to generate a list of donations to a campaign, or registrations to an event, you would want to create a report.
Another way to think of this is Reports are used for obtaining information regarding what constituents have done e.g. find what donors have made donations on a specific form, registered for specific events, etc while queries are used for obtaining information about constituents e.g. find all records that are currently active, opted into email, records with a specific, first name, last name, email address, etc.)