GPIO and A0 pins

If i attach a sensor to GPIO pins and a sensor to the A0 pin then what is the difference between the two, and how the convertion takes place.

ok, you have to know first about what is digital signal and analog signal.
Digital means signal has the value either 1 ans 0.
Analog means signal is changing with respect to time or continues in nature.
GPIO port works as input (for reading input) and output (for writing or generating signal) but input and output signal only has the value 1 or 0.
A0 pin is the pin which is used for only reading analog input. The voltage value on this pin is divided into steps internally and then converted into digital form. This conversion is done by ADC (analog to digital converter). You can search “how ADC works” on Google, because it is lengthy topic…
I hope you would satisfy with my answer.

This means I can’t attach a light or temperature sensor to the GPIO pins only to the A0 pin right?

Yes, Light and temperature sensors gives analog output varying in wide range and hence they need to be connected to analog pin i.e. A0 pin on the Bolt IoT Wifi Module.

At first you taught us ,bolt wifi module has 5 GPIO pins from 0 to 4 , and 1 ADC pin which is A0 . But in the video “Creating product on cloud” you told "We connect the LDR to A0 This is a GPIO (2.25). What is this ?

I have checked the video and indeed Sir has mentioned that A0 pin is an GPIO pin because it is and it has configured into an ADC pin that can read analog values. This practice is usually normal in MCs.

You can check from this website : https://electronics.stackexchange.com/questions/104456/understanding-gpio-analog-and-digital

Here the important lines from the link for your related answer :
Sometimes you can use a SINGLE pin for ‘analog’ values, by configuring the GPIO pin to be used by other onboard devices like an ‘analog to digital’ (ADC) converter. The pin is set to a channel on the ADC and this acts as an input to the ADC now, not a normal GPIO pin.

That’s why here in this video while making product sir has mentioned A0 pin as GPIO pin because other option UART is all together a very different way to collect data

Hope your query is solved

GPIO stands for "General Purpose Input/ Output pin. It reads Digital Signal as input.Digital signal has only two values, either High or Low. Sensors that provide digital input can be connected to GPIO pins. Other thing is , there are signal converters like ADC,that can be used to covert analog signal to digital signal.

A0 pin is used for reading analog input.