What's the difference between a system prompt and a user prompt?

The system prompt sets conversation-wide behaviour — persona, rules, boundaries, output style — and persists across the whole chat. User prompts are the individual messages from the person. Put non-negotiables (scope, format rules, what to refuse) in the system prompt; put specific requests in user messages. A good test: if a rule should still apply ten messages later, it belongs in the system prompt.