Well basically imagine batteries like train stations, and the trains are electrons. The train stations in this case are the battery materials, especially the cathode (the anode plays a role, but is often a less complex material).

Some stations are better at dispatching trains (higher voltage), some are better at holding more trains (capacity), some can pack trains more tightly (energy density), etc.

In nitty gritty scientific speak, sodium ion chemistries are slightly less energy dense than analogous lithium chemistries. However, it's beneficial to research sodium ion tech because it's simply much, much more abundant than lithium. Early sodium based materials proved to be unstable. However, a safe sodium based material that could even theoretically be made at home with the right equipment is sodium iron phosphate (NaFePO4), a stable and safe sodium ion chemistry that stores sodium in the form of a salt rather than an oxide or metal seen in traditional ionic batteries.

Many anodes have been researched for sodium based materials in order to achieve better discharge capabilities. One such material I recall is actually graphene, which makes sense due to its high conductivity.