Feature categories are simply a meaningful grouping of blog posts. These are typically arranged in some kind of reading order, and come with some structural content or preamble, or other resources.

An example is the Meditation feature category, which has some explanatory text at the outset, a link to a dedicated FAQ page, and a grouping of blog posts therein presented in a logical/sequential order.

The best way to understand this question is just to dive right in and check out what's happening on the Blog home page, or to click around the different feature categories.