Shop around for the best one. Depending on how many games you play certain hard drives will be better than others. I prefer a solid state hard drive personally.
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HHD is the classic hard drive. Rotating magnetic plates that store information between them. They are good but can become fragmented, and they produce quite a bit of sound. SSD is all digital memory, like a flash drive but bigger. No rotating plates, no sound, less likely to be damaged. Because it's all digital it is also faster to read and write to than an HHD, so save and load times are faster. Better in nearly every way to an HHD. The big difference is price. HHDs are very affordable for lots of storage (2+tb for under $100 at times). SSDs, being relatively new and more advanced, cost quite a bit more than HHDs (several hundred dollars more in fact for the same amount of storage). Its really price vs quality. There are also hybrid drives starting to emerge, part SSD and part HHD. Fairly affordable and faster reading than standard hard drives. I haven't used one so ii can't say how they perform, but they are worth looking into.