Confused: Are the wallet adress and the public key the same? Why does it change after a transaction? And why do I have multiple private keys?

Since I set up Mycelium I bought BTCs twice. And I'm 99% sure that the address of my wallet changed. I thought that the adress of the wallet is my public key? So why did it change?
Also, why does the wallet say that I have three private keys? I always thought it's one public and one private key.