Internet History - Safari stores pages you've visited and the time and date you visited them.
Cookies - For a further discussion of cookies, please see the Choosing which cookies to keep topic.
Download History - Safari stores a list of the files you have downloaded.
Trash - If you select this check box, CCleaner will empty the Trash.
Recent documents - This option clears the list OS X maintains of your most recently-opened files.
Recent applications - This option clears the list OS X maintains of your most recently-opened applications.
Recent servers - This option clears the list OS X maintains of recently-accessed servers and shares.
Recent places - When you open a folder on your Mac, OS X stores the folder name in a list of recently-access folders (known as 'places'). This option clears that list.
Logs - This option erases log files, text files that OS X writes reports to (for diagnostic purposes).
Directory Service Cache - This option erases the internal cache that Mac OS X keeps of various directory service queries, including DNS lookup (the service that tells the Web browser where to go on the Internet when you type in a domain name, like a telephone book).
User Downloads - This option cleans all downloaded files in /Users/<UserName>/Downloads, as well as OS X's list of user downloads, which is separate from Safari's Download History mentioned above. Each browser may also keep a list of user downloads; see this topic for more information about cleaning settings for browsers other than Safari.
Font Registry Cache - This option cleans the font registry cache, which stores information about certain fonts that can speed up access to them. It can be useful if you have garbled fonts on your system.
Unneeded Languages - OS X stores information for multiple languages, in case you want to switch the user interface to a different language. You can specify which languages to keep and which to erase in the settings. This option erases the languages you have set as unneeded.
Dock - This option clears the list OS X keeps of applications which have recently been in the Dock.
Software Update - This option clears the list OS X keeps of software it has downloaded and installed (name and version), when it was installed, and whether the install was successful or not.
Quick Look - This option clears the thumbnails that Quick Look generates and stores in its cache.
Dashboard - If you use widgets on the Dashboard, each widget creates a cache folder in OS X to make it quicker. Over time, the folder can become bloated or corrupted. This option clears out the Dashboard cache folders.
PubSub Agent - The PubSub agent syncs the RSS read/unread status of bookmarked RSS feeds between computers using Mac OS X that are syncing bookmarks via .Mac Sync.
Other Items - Depending on what can be cleaned, other items may appear in this section as well.
Custom Files and Folders - This setting relates to CCleaner for Mac rather than any part of OS X. If you select Custom Files and Folders, CCleaner will use the information in the Include section of its Options to add files and folders.