Is it just me that finds the whole grafana stack so confusing. Too many tools not that well integrated. I dont even know where to start...
Basically they are churning out all these different projects that just need to be "good enough" from a performance perspective
Grafana is obviously the main one, their original product and the most popular one. It's to aggregate data from various sources and make dashboards.
Loki is a logs collector that I personally didn't try but I think it's popular. They released it after Grafana.
I don't know the third one.
The last one seems to be a wrapper around Prometheus (a metrics collector/database).
Fair to assume you should start with Grafana. For the source, if you don't have a Prometheus instance, you can test it with any SQL database.