The answer is the following:
Original jurisdiction courts have a jury and a trial. They determine your innocence. Most OJ courts are District Courts in federal systems or Circuit Courts / County Courts in state systems. Supreme Court sometimes has OJ, but on special occasions. The OJ courts is where (nearly) every case begins.
Appellate courts, on the other hand, review the cases done by OJ courts. If the one trialed believes something was not correctly in the prosecution of the trial, they can appeal their case to have it reviewed. The appellate court may uphold (agree with OJ court's decision), reverse (remove the OJ's decision) or remand (send back to OJ for another trial with a new jury). Appellate courts include Circuit Court of Appeals and Supreme Court in federal systems, and District Court of Appeals and state Supreme Court for state systems.
Now, the court of last resort is the Supreme Court. If one's case loses in the appellate court, then they can appeal it once more to the Supreme Court, where their case is reviewed. If they win there, then all prior decisions are eliminated, as happened in Tinker v Des Moines. However, if they lose there, then they lose and cannot appeal anymore.
Hope this helps!