Dark mode and light mode keep separate settings. Switch between them with Mode at the top; the panel always changes the mode the page is showing.
Pick an area below, then open one group of settings at a time. Each group shows the settings most people change first. "Show more settings" opens the rest of that group, and "Show advanced settings everywhere" opens them in every group.
"One at a time" shows one setting large, with Previous and Next, so you can watch the page while you go through a group.
"Changed" marks every area, group and setting you have moved from the design. Your changes save by themselves when this page is open on claude.ai while you are signed in.