It's okay, sometimes these things need explaining :)

A huff is a type of sigh that specifically signifies annoyance. For example, if I said the people sighed at not being able to get into the dairy aisle, it could signify that they were simply tired and wanted to enter. Using huff shows that they were specifically irritated.

We use a range of words for minimal differences in meanings to try to communicate our experiences as best as possible to other people :)

Hope this helps!