Stupid questions about voting.

You only need to register your party preference if you want to vote in that party's primary (rules vary by state, so it does get very confusing). Think of it as a little like a leadership convention in the UK. You would only expect Labour Party members (or Conservative, or Scottish Nationalist Party, etc.) to vote at their leadership convention. The primary elections is a long, drawn out process to elect state delegates for the nomination convention. As more states vote, some candidates are obviously not accumulating enough delegates/support so start dropping out of the race.

Clear as mud?