What exactly is the difference between a derivative and a total derivative?

The key difference is that when you take a partial derivative, you operate under a sort of assumption that you hold one variable fixed while the other changes. When computing a total derivative, you allow changes in one variable to affect the other.

So, for instance, if you have $f(x,y) = 2x+3y$, then when you compute the partial derivative $\frac{\partial f}{\partial x}$, you temporarily assume $y$ constant and treat it as such, yielding $\frac{\partial f}{\partial x} = 2 + \frac{\partial (3y)}{\partial x} = 2 + 0 = 2$.

However, if $x=x(r,\theta)$ and $y=y(r,\theta)$, then the assumption that $y$ stays constant when $x$ changes is no longer valid. Since $x = x(r,\theta)$, then if $x$ changes, this implies that at least one of $r$ or $\theta$ change. And if $r$ or $\theta$ change, then $y$ changes. And if $y$ changes, then obviously it has some sort of effect on the derivative and we can no longer assume it to be equal to zero.

In your example, you are given $f(x,y) = x^2+y^2$, but what you really have is the following:

$f(x,y) = f(x(r,\theta),y(r,\theta))$.

So if you compute $\frac{\partial f}{\partial x}$, you cannot assume that the change in $x$ computed in this derivative has no effect on a change in $y$.

What you need to compute instead is $\frac{\rm{d} f}{\rm{d}\theta}$ and $\frac{\rm{d} f}{\rm{d} r}$, the first of which can be computed as:

$\frac{\rm{d} f}{\rm{d}\theta} = \frac{\partial f}{\partial \theta} + \frac{\partial f}{\partial x}\frac{\rm{d} x}{\rm{d} \theta} + \frac{\partial f}{\partial y}\frac{\rm{d} y}{\rm{d} \theta}$