"Independent variable" can be A to Z. Derivatives are with respect to it. In "Difference equation", it indexes the steps.
"Initial" and "Final" values of the independent variable determine the interval of integration. Note that, while the initial values of dependent variables are set in the "Initial values and parameters" window, the initial value of the independent variable is set here only.
Except for Adaptive Runge-Kutta, the interval between "Initial" and "Final" values is divided into "Number of steps" equal subintervals.
Values of the variables are recorded at "Number of saved values" equal intervals of the independent variable, for use with "Save As..." and "Results". This can never be more than "Number of steps".
"Decimals" sets the number of decimal places used for showing values of variables and derivatives. Note that this does not affect the precision with which values are computed, only the number of digits shown. The maximum number is 10. If a number would take more than 13 characters to represent with this many decimal places, scientific notation is used.