Both the Sidebar and Footer sections are widgets.
You can edit them within Appearance > Widgets.
This appears on a standard page once the 'Default Template' is selected. If this has been changed to 'Full width page' - no sidebar will display.
This only appears if WooCommerce has been installed. See the guide here on setting up a Shop.
This is a widget area designed to include a shortcode to display a Mailchimp form. To set up Mailchimp correctly, take a look at the plugin's documentation.
First Footer and Second Footer
The first and second footer rows. You can edit each widget and display your own content in this section.