system
A chat on subreddit /r/NoStupidQuestions
human
Several differences.  The density of the tobacco and the filter is different, so the "pull" feels different.    They burn at different speeds, also contributing to the pull.  
They have a different set of flavors in the smoke, even without additives like menthol.   Some are harsher, some smoother.  Some are more woody, some more chocolate, some more sweet.   
The smoke itself has a texture.  Some smoke is thinner, some is thicker.  Some has more moisture, some has more of a gummy feel, some feels like just burning air.  

A lot of this stuff is what the additives in cigarettes are for.   They add flavors like chocolate or vanilla.   They add glycerins  or other chemicals to make the smoke 'feel' different.  They add humectants to help retain more moisture until it is burned.  Then, they also add ammonia to help us absorb more nicotine.   These additives are rarely toxic.  Nearly all the toxic stuff is "natural" in the plant.   We aren't supposed to burn things and suck the smoke into our lungs.    Lungs aren't built to deal with a lot of pollutants like our digestive system can.  



At a basic level, it's like the difference in burning wood.  Some wood is wetter, others are drier.  Some are more aromatic than others.   Burning maple smells different than burning pine.
gpt
Thank you for elaborating!