"Mileage" depends on context. In a used car, it's how far it's been driven. Gas mileage is how far the car can drive under typical conditions using a gallon of gas (usually expressed in miles per gallon or a metric equivalent like km per liter). Gas mileage is usually better on highways than in cities, and it depends on driving style and other factors, so your mileage may vary.
This is a different consideration from how far the car can go on a full tank of gas because different vehicles have different sizes of tank. Smaller vehicles usually have better mileage and smaller tanks, while larger vehicles usually have worse mileage and bigger tanks.
A sedan is a generic car. Technically, it's a passenger car with three compartments: one in the front (usually for the engine), one in the middle for passengers, and one in the back (usually for cargo). Most cars are sedans, and other kinds are usually called by their type, like station wagons or hatchbacks.
Compared to sedans, SUVs are usually more powerful, with better offroad capability and more passenger/cargo space. They are usually bigger and heavier, which can make them safer in certain kinds of crashes, but their height makes them more vulnerable to rolling over. They usually have relatively poor gas mileage but large enough tanks for decent travel ranges. They are usually more expensive to buy, operate, and insure. Which is right for you depends on what you need in a vehicle.