Can someone explain this to us?

In Canada we walk up, are handed a paper ballot, we go behind a cardboard screen, strike an X in the preferred vote box with a pencil, pass it back to the person running the table, who puts it into the Ballot box in front of us, and then we walk out.

If I'm understanding what she's saying, you need to register how you're going to vote before you vote??
-Why would people be given different Ballot sheets to vote on? -Why do you need to be registered with one party or another to get to vote?
-Why would people who are not registered with a party, get a completely different type of voter sheet?
-Why would A Provisional Ballot exist?
-Why would Provisional Ballots never get counted?

None of this makes sense to me.
WTH is going on with US Democracy system? - which seems to be the least democratic system I've ever seen.

Answers...?

OK...first, keep in mind this is the PRIMARY, not the election. Rules are designed by the individual parties.
In CA, for Democrats, it's an open primary, meaning Democrats and non affiliated voters may vote in the Democratic primary. Many primaries are closed, meaning only people registered in the specific party may vote in it's primary...I think the Republicans do that in Ca.
In many cases, if there's a question about someone being allowed to vote in a primary, usually in closed primaries, like all the people that had registered Democrat but had been re-registered as Republican or Independent in NY were still allowed to vote, but only on 'provisional' ballots. In this way, they fulfil the legal requirements of allowing them to vote, but still find a way to never count that vote, skewing the results...in this election skewing them for Clinton in every case, independents are not voting for her.
Provisional ballots exist so they can 1)have a way to allow people to vote when there's a question about them being 'properly registered', fulfilling their legal obligation and 2)so they can discard those votes if they wish. It is insane to me that they only have to allow the voter to vote, but are not required to ever COUNT that vote....a vote isn't a vote unless it's counted.

Yes, our system is totally broken. It was already seriously damaged, then electronic voting and Citizens United happened and the entire system is now an untrustworthy cash and carry commercial system paid for and controlled by <40 people.
At least that's how I understand it.

In Canada the political parties vote for their party leaders internally. So when it's time for us Canadian citizens to vote, the party leader is already chosen. In the states the people get to vote for who should lead each party, so you can imagine that they'd only want the people associated with that party to have a say. + what newtboy said.