What is the difference between current and voltage?

Current measures the amount of (positive) charge passing a point each second. If many charges pass by in a short time, the current is large. If few charges pass by in a long time, the current is small. Voltage measures the energy per charge. If a small number of (positive) charges carry lots of energy with them (either in their motion as kinetic energy or as electrostatic potential energy), their voltage is high. If a large number of charges carry little energy with them, their voltage is low.

What is the difference between fields and charges (magnetic and electric)?

Electric charges themselves push and pull on one another via electrostatic forces. Magnetic poles push and pull on one another via magnetostatic forces. We can also think of the forces that various electric charges exert on one charge that you're hold as being caused by some property of the space at which that one charge is located. We call that property of space an electric field and say that the charge is being pushed on by the electric field. We could do the same with magnetic poles and a magnetic field. But these two fields are more than just a useful fiction. The fields themselves really do exist. You can see that whenever moving electric charge creates a magnetic field or when a moving magnetic pole creates an electric field. Light consists only of electric and magnetic fields.

Why is it that when I am in my dorm room with my window open and the door closed, there isn't a change in temperature and no wind comes in or blows around. But if I open the door, the room becomes cold and wind is felt throughout the room?

When the wind blows into your room, it comes to a stop and experiences a rise in pressure. This is an consequence of Bernoulli's equation, which recognizes that energy is conserved and that in a fluid, energy can exist either as kinetic energy (energy of motion), pressure energy, or gravitational potential energy. In this case, the wind's kinetic energy becomes pressure energy as it slow down in your room. As the pressure in your room rises, it prevents more air from entering, so you have high pressure but no movement inside your room. As soon as you open the door, the high pressure air in your room accelerates toward the relatively low pressure air in your hall. The pressure in your room drops and the wind can get in now. Soon the wind is blowing right through your room, as though you were part of a wind tunnel. If the wind is cold, you will be too.