What is a drywall screw for?

Coarse drywall screws feature coarse threads to secure drywall boards to studs. Fine drywall screws feature smaller heads and are used to secure drywall to metal studs. Self-drilling screws and pan-head screws can be used with metal studs or frames.

What' s the difference between screws and drywall screws?
Drywall screws have deeper threads than regular screws, which prevents them from dislodging easily from the drywall. They are made of steel and require a power screwdriver to drill them into the drywall.
Why do many people use drywall screws?
Some do-it-yourselfers use drywall screws for one unintended purpose: building projects. That's because drywall screws are much cheaper than wood screws, they drive and bite into the wood extraordinarily well, and they are plentiful. Few woodworkers would ever use drywall screws for fine building.