Most dSLRs have the capability to be set to save both the RAW and JPEG versions of an image.  The RAW file is (mostly) the raw data dump from the sensor, while the JPEG is a compressed file, where some of the color data was discarded in order to make the file much smaller. If you simply **go to the size/quality settings in your camera, and turn off RAW+JPEG**, that should stop your camera from taking two files per shot.  You'll most likely want to choose a specific JPEG size/quality combination, or RAW.

JPEGs are good as final delivery files, if you don't plan to mess about with them in post-processing a lot.  RAW files give you more latitude for post-processing adjustments--particularly color shifts--because all of the original data can be recovered.  For example, if you set the camera to the wrong white balance setting and take the image as a JPEG, it can be difficult, or cause color halos in the image to try and shift it back to the "right" setting.  With RAW, you can reset the white balance, as it were, after the fact, without any visible artifacts.  If you set the camera to shoot in B&W, the JPEG will have had all its color information discarded, while with RAW, you can recover the full color information to make a color image, or to use the color for B&W conversion.

Some shooters choose to have the camera keep the RAW file as well as the compressed JPEG because they can use the JPEG immediately (say, for social media or delivery), but still have the RAW for post-processing later.