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The terminology is somewhat misleading, as each registry key is similar to an associative array, where standard terminology would refer to the name part of each registry value as a "key".
Each value can store arbitrary data with variable length and encoding, but which is associated with a symbolic type (defined as a numeric constant) defining how to parse this data.
The standard types are: A multi-string value, which is an ordered list of non-empty strings, normally stored and exposed in UTF-16LE, each one terminated by a NUL character, the list being normally terminated by a second NUL character.
They are frequently abbreviated to a three- or four-letter short name starting with "HK" (e.g. Technically, they are predefined handles (with known constant values) to specific keys that are either maintained in memory, or stored in hive files stored in the local filesystem and loaded by the system kernel at boot time and then shared (with various access rights) between all processes running on the local system, or loaded and mapped in all processes started in a user session when the user logs on the system.
The HKEY_LOCAL_MACHINE (local machine-specific configuration data) and HKEY_CURRENT_USER (user-specific configuration data) nodes have a similar structure to each other; user applications typically look up their settings by first checking for them in "HKEY_CURRENT_USER\Software\Vendor's name\Application's name\Version\Setting name", and if the setting is not found, look instead in the same location under the HKEY_LOCAL_MACHINE key.
However, the converse may apply for administrator-enforced policy settings where HKLM may take precedence over HKCU.
(Note however that NTFS provides such support for the file system as well, so the same guarantees could, in theory, be obtained with traditional configuration files.) The registry contains two basic elements: keys and values.