The activity tab is where you can see past and present activities that Sonarr has done. Including imports, deletes, upgrades, grabs, and failures.
The queue shows all items the application can recognize that is in the specified download client's category (Settings -> Download Client -> Category). To view all releases Options -> Show Unknown. This is not stored anywhere within the application, but is updated via your Download Client's API responses.
More information about the Queue section Coming Soon - Contributions are Welcome.
The history tab shows all things that have left the queue by way of the task being finished/ended. This includes imports, failures, grabs, deletes, and upgrades.
Blocklist is formerly known as 'Blacklist'
The blocklist feature (accessible via selecting an "Unwanted" file, or one needing human attention, and deleting it, you are able to check the "Blocklist" box), allows you to tell Sonarr to no longer allow this release (not applicable to duplicate releases) and to search for a different one, that fits your filters (exactly like normally searching).