Just restating what the others have said:
In an array, you find elements by their position number. So you say "I want element 3" and the array goes straight to that element and gives it to you.
In a linked list, an element's position is determined only in relation to the elements before and after it. So you would usually say something like "I want the next element" and you get it quickly without having to keep track of array indices. Some languages support an array-like call to a linked list ("I want the third element of the linked list."), but it's slower than using a real array because instead of just immediately grabbing the third element, you have to get the first one, use that to find the second one, and then use that to find the third one.
Summary: Use arrays if you need fast random accesses ("Give me the 7th element"). Use linked lists if you want to think in terms of "next" and "previous" and don't need to identify elements by their position relative to the whole.