I understand it can be confusing.
A complete memory dump is basically a copy of everything stored in memory, both kernel mode and user mode stuff. The difference between them is basically that kernel mode operates with elevated 'permissions' as it has access to much more like controlling the hardware to make it operate. A full kernel dump is a copy of all kernel mode stuff in memory only. For an analyst, the practical difference is that much of the complete memory dump is user mode which is a problem for us. We can't easily debug user mode stuff as that's more like looking at code from third-party programs that the tools used can't easily interpret for us to make it more understandable, at least not without the tools getting help of how to interpret it which is private to the companies developing those programs.