You’re always playing one song (i.e. mode). Each song corresponds to a major feature on the playfield, generally, song modes involve shooting that shot, then everything else.
You don’t have to change the songs if you don’t want to. Picking Hells Bells and never changing the song is a totally viable option. Alternatively, you can just pick War Machine and shoot the left spinner all day.
Mode points are also added to the Song Jackpot. Spelling F-I-R-E on the inlanes three times lights the Cannon on the right ramp to collect the Song Jackpot, which is worth an absurd number of points. You lose your entire jackpot if you drain, though - so get it while it lasts.
Shooting ramps, loops, and target banks will advance you towards Jam, Tour, and Album multiball, respectively. Right ramp starts each multiball when lit. Jackpots during each multiball are the same as whatever you shot to start it (such as target banks for Album). If nothing else major is going on, just progress towards Jam by shooting ramps, especially if you can loop one ramp as a backhand repeatedly.
Hitting all five major playfield shots during multiball adds a ball into play. The skill shot (to the A-X-E lanes) adds a VIP Pass which can be spent during any multiball to spot one of those five shots. Pay attention to the shots you need.
Shooting the bell three times will double playfield scoring for 20 seconds. Three hits during double playfield will start triple playfield for 20 seconds. Every hit to the bell resets the clock to 20 seconds, but the bell is a dangerous shot.
A double or triple song jackpot is where the monster paydays come from. Consider starting a playfield multiplier before cashing a particularly large song jackpot.