One of the main differences between postgraduate study and that of an undergraduate is the amount of supervision and feedback you will receive.

Most postgraduate study is based on independent research and study, and while some courses do entail a traditional taught aspect the focus remains on managing your own study.
This independence of learning requires students to manage themselves as set tasks, guidelines and assignments are uncommon in postgraduate study.
Students are supposed to come up with and develop their own ideas and theories during postgraduate study, unlike being an undergraduate where you largely learn about other people's ideas and findings.
The duration of a course is also different compared to undergraduate study. Depending on what type of degree you study post graduate courses will tend to be a lot shorter than undergraduate degrees, with many courses lasting just one year of full-time study.
This means that a postgraduate course demands your full focus and dedication in order to achieve the qualification in a short time.
Funding for postgraduate students is different too. Many postgraduates get outside funding to cover fees and possibly expenses, either from an employer or from a public funding body or charity relevant to their field or from their university itself. Others choose to fund themselves and perhaps study part time in order to hold down a job to pay those fees.
The financial situation for postgraduate students is something to consider before undertaking further study. But in most cases the cost of an additional years study is worth the increased employability you will enjoy with a postgraduate degree.