Sensory Experience and Empirical Knowledge
Russell's key theme is sensory experience as a gateway to knowledge. Sense-data is basically the impression that we have of reality and the experience it offers our senses (effectively, it is exactly what it says on the can.) It is an important concept that distinguishes the physical world of which we have no experience of our own. The physical world is external to us and it is only experienced through interfacing with our senses.
Universals
Russell's universal example is "whiteness". This is an ideal in that all things that possess the quality of whiteness are interpreted by us as being white. It is an ideal that presents a thing that has a particular identifying characteristic as identifying as that thing. Therefore snow has the quality of whiteness and therefore must be white. This is similar to the Platonic theory of justice as a universal, which Plato contends must be present as the basis of a just existence for all things.
Other Philosophers
Russell offers his explanation of other philosophies and of the problems that arise in their arguments and theories. He is a fair moderator, giving an account of their philosophy and then pointing out the strengths and weaknesses (or both) of them. A great deal of his philosophical career was devoted to using his own philosophies and beliefs to solve the problems either cause by or unsolved by the philosophies and beliefs of those who went before him.