What the birds really want to eat is black oil sunflower seeds. If you buy a mixture of seeds, you may find that birds scatter most of the seeds on the ground, trying to get at the sunflower seeds. It is better to place these mixtures on a flat platform feeder, rather than in a hopper type feeder. There will be less waste and fewer seeds will wind up on the ground. Seeds on the ground will attract doves and some birds, but they will also attract mice, raccoons and other critters you may not want at your feeder.
Niger seed is a favorite food of Goldfinches.
It resembles small grains of wild rice and has a high fat and protein content. Niger is also known as thistle. Many people think they will be growing thistle weeds in their yard if they offer this seed. In fact, niger is not a thistle at all. It's the seed of the niger plant native to Ethiopia.