Hello, I was wondering, my first guitar I ordered has this switch (to change the pickup I believe) But what's the use of this? Do the pickups each sound differently or is it just for user preference?

The bridge pickups with have a more edgy feel while the neck pickup has a more smooth feel. You will be able to tell the difference.
yes the pickups sound different. They are suited for their placement on the guitar. The bridge pickup is more suited for treble (usually) and the neck is more suited for rhythm (usually)
Out here you've gotta know where your towel is!
So I have to change the switch when I play on the neck (coming from the bridge), right? (Just to be sure if I understand, lol)
No, the toggle switch just emphasizes the pickups more. It doesn't matter where you play.
Just mess around with the switch, and you'll understand.
There is also a position on most that will let's you use both at the same time.
My Gear

Schecter Gryphon with Seymour Duncan JB Bridge and Jazz Neck PU's
Fender Superchamp XD Amp
Bad Monkey Pedal