The categories are the associations between different pages that make it easy to skim the content to read only pages with similar content (eg. Powers, Species etc.). Generally categories are created by admins to avoid an overabundance of unnecessary, duplicates and redundant categories; if you believe that new categories should be created simply leave a comment in the message wall of one of the admins to discuss about it.
A full list of existing categories can be found at Special:Categories.
A list of the main categories can be found at Contents Guide: Categories.