Interrogatories are some of the most basic tools used to find out information from another party. State and federal law usually set the number of interrogatories that can be asked and for which answers are required.
Hearings are meetings with the judge, usually in open court and most often "on the record," which means a recording is made to avoid disputes. Many hearings are made under oath. Usually hearings occur on motion made by one party or another, but sometimes the judge can summon both parties to a hearing in an effort to resolve some problem regarding the case.
One of the least understood elements of a case, especially to a Plaintiff, are motions that appear to never let the Plaintiff "tell his case to a jury" and result in the case being dismissed without a trial. Understanding these can help to decide whether to become involved in a lawsuit in the first place.
A Deposition is a discovery tool where the parties and key witnesses are summoned to the office of an attorney or other location, and under penalty of perjury, asked a number of questions related (and sometimes unrelated) to the lawsuit. These depositions can be excruciatingly difficult for the party being asked the questions.
If you are the Plaintiff or the Defendant and you lose, you are often entitled to appeal. However, attorneys have often heard persons claim "they would appeal to the Supreme Court." You need to check the law in your state, because some states do not even allow appeals, others only allow the Defendant to appeal. The court clerk will have a copy of the Appeal Rules for your jurisdiction.