Polygons are used to create a copper sheet or layer for a signal.
Fill style is usually Solid, but the Hatched style can be used for a lower-capacitance fill.
Thermals are On by default to provide electrical connectivity between pads and polygons while reducing thermal conductivity. The result is that connections can be soldered reliably without losing too much heat to the copper polygon.
Orphans are small polygons that can be created when a polygon automatically maintains a certain distance from other signals as specified in design rules or net classes. These are usually dropped (deleted) by default if they have no connection to the signal, but you can choose to keep them.
Isolate value is the distance between polygon areas and other signals or objects. The default value of 0 is recommended.