In navigation or compass terms, bearing is a kind of direction that's measurable in degrees, like an angle. The bearing, or the angle, is measured clockwise from the north. North represents 0 degrees, east is 90 degrees, south is 180 degrees, and west is 270 degrees.
A projection is a method of transforming a 3-dimensional sphere like the Earth so that it can be represented on a 2-dimensional plane like a map. All maps have some distortion of one kind or another because the surface of a sphere cannot be replicated 1 to 1 on a flat surface.
The rhumb line is an arc or curved line that cross all meridians (longitudinal lines) at the same angle, relative to the north.
I like to think of the rhumb line as the "rum line", that is, a line that can't walk a straight path.