Redo records contain information used to modify a database block (or page, depending on what your background is in) from a previous coherent state to a new coherent state. In other words, Redo records contain the information required in order to apply data deltas or changes to a database block.
Undo records contain information used to reverse (or Undo) the changes made to a database block, reversing it from one coherent state to a previous coherent state. This information is used for the purpose of rolling back transactions and, in the case of Oracle, providing other sessions with a point-in-time snapshot of what a database block looked like before changes were applied to it.
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