Anyone registered to vote can choose a Republican or Democratic ballot. Many of the people on the Democratic ballot (in my area) are running unopposed, so it was a good opportunity to try to get the least crazy people on the November ballot. Also, the republican ballot has 13 propositions that are not on the Democratic one, so that’s your only chance to have a say in those (and IMO they are really really bad!)
Only which primaries you can participate in. It doesn’t require you to vote in any particular way in the actual election. The public voter roll will show which primary you participated in, but your vote in the election is secret. So anyone who says they checked and confirmed their vote was counted wrong in the election is full of shit or confused by the public voter roll’s representation of party selection during primaries.
edit 1: I think Texas Standard did a nice job explaining it.
edit 2: The Texas Secretary of State office has a good FAQ, too. Some other interesting points in there that I didn’t know about. Specifically, that signing petitions for candidates also locks you into their party’s primaries (if applicable) for that year.