A series with positive terms has increasing partial sums. They converge exactly when they stay below some fixed number. So a series of positive terms can be judged against another series whose behavior is already known.
Direct comparison
The partial sums of the smaller series stay below those of the larger one. If the larger series has a finite sum, the smaller one is trapped under it. If the smaller one grows without bound, it pushes the larger one up with it.
The other two cases prove nothing. A series smaller than a divergent one may converge or diverge, and so may a series larger than a convergent one. The usual comparison series are geometric series and p-series.
Limit comparison
Sometimes a series behaves like a simpler one, but the inequality points the useless way. The limit comparison test compares the two series through the ratio of their terms.
When the ratio approaches a positive number L, it's eventually between 2L and 2L. So from some point on, an is trapped between two constant multiples of bn, and direct comparison works in both directions. To choose bn, keep the fastest-growing part of the numerator and of the denominator.