EndNote is a piece of software that helps store and format bibliographic information. EndNote allows a user to keep notes, store references and change formatting styles with the click of a button.
Zotero is a free online/downloadable citation tool that helps store and format bibliographic information. Zotero allows you to easily save citations that you find online, share you citations with others, and create bibliographies.
For a quick comparison of the two options, see this guide.