When it comes to guitar strings, there are basically 2 main types:
Wound and plain.
Wound strings have a 'core' string of one material (usually steel), and have another length of metal string that is wound around that core. The most common material that the winding string is made of is usually phosphor bronze/plain bronze.
The winding produces the roughness that you stated. Round strings has two subdivisional types: roundwound and flatwound.
The surface of roundwound strings are bumpier because of the round edge of the string that winds around the core.
The surface of the flatwound strings are, um, flatter. This is because the edge of the winding string has a flatter edge, so when wound around the core, the surface of the final string is flatter.
Plain strings are just plain lengths of metal string, usually nickel or steel.
Wound strings are usually for the low E-G strings on an acoustic, E-D on an electric (although players who favour heavier gauge strings on their electric guitars sometimes have wound G strings)
Plain string are nearly always used on the high B and E strings, and usually the G string on an electric.
Because of the 'bumpiness' on roundwound strings, noise and string squeak can be produced when your fingers slide up and down them, particularly on the lower pitched strings. For this reason, faster playing, requiring more slide parts, is usually played on the higher strings.
When strings are new, they produce a sound that is usually described as 'crisp' and 'bright.' As they are played more, exposure to air, and the moisture and oil from fingetips cause the metal in the strings to oxidise. This coating of oxidation slightly dulls the tone of the strings, meaning they do not sound as clear as when they were new. I have come across some people that prefer that dulled tone however, so it is not necessarily a bad thing.
Hope this helps :)