Different formats.
I originally opted for the Nook because it supported PDF natively as well as epub and a bunch of others. At the time Kindle was pretty much Amazon only. It might have opened up a little now.
I know that you can email mobi and pdf's to your kindle's e-mail address and amazon will put them on it.
I also have a conversion program called calibre that was free or low cost (I misremember, it's been years) that will let you convert files back and forth.