Like the others said, the question is very broad. Certain settings could be considered 'global', things like display time-out, image review, meter on time, focus modes, role of memory cards and many other settings that I would consider tweaks/customizations. Certain other things are specific to the mode. Say, if you program a shutter speed for shutter priority, then that is the extent of it, it does not apply in other modes. U1 and U2 are for saving the current state of the camera so you can quickly get back there. These user settings save pretty much everything, including customization type settings. As you learn more about your camera, these settings should make more sense.
Are you completely familiar with the principals of exposure? If not, please let us know. Understanding how exposure works is key to making good use of the instruction manual and operating your camera. If you do not understand the relationship between shutter, aperture and iso, most of your camera settings will not make any sense.