The basic difference between implicit and explicit dynamics solutions is that an explicit

solution takes account of the finite propagation speed (at the speed of sound) of dynamic
effects through the material. To do that, you need a mesh which is fine enough to represent
the spatial effects (e.g. a "stress wave" propagating through the structure), and time-steps
of the same order of magnitude as the transit time of sound waves from each element to its
neighbours. If the time steps exceed that size, the response will usually be unstable and the
analysis will fail after a few time steps. The time step size is limited by the smallest element
in the model, not by the average size.
Implicit solution methods smear out those local effects. The propagation of dynamic effects
around the structure is controlled by the inertia (mass) of the structure, not by local speed of
sound. You can think of an implicit solution method as assuming the speed of sound is
infinite, or (equivalently) that any applied load affects all of the structure instantaneously.

The mesh for an implicit solution only needs to be fine enough to capture the overall
deformation of the structure, and the time steps only need to be small enough to capture the
frequency spectrum of the response that you are interested in.

Unless you need the fine detail from an explicit analysis, an implicit solution will usually run
much quicker - possibly several orders of magnitude quicker.

For example if you were modelling the dynamics of a road vehicle for typical driving
conditions, you are probably mainly interested in the low-frequency response to bumps in
the road etc, and the propagation of stresss and strains from one end of the vehicle to the
other as "stress waves" with a timescale of the order of 1ms is irrelevant. But if you want to
model the deformation of the same vehicle in a crash, capturing the local high-speed
behaviour of the structure as it deforms isimportant, and you need to do an explicit analysis.
Typically, the time step size for explicit dynamics is of the order of a microsecond.
A static analysis is "implicit" by definition - the static response ignores any transient
behaviour that occurs while the loads are being applied to the structure.

In Abaqus there is some commonality between the Explicit and Implicit (a.k.a. Standard)
analysis procedures. For example, you might want to do a dynamics analysis where the
loads are suddenly removed from a pre-loaded structure. In that case, you could first do an
(implicit) stress analysis, and use the steady-state results as the initial conditions for an
(explicit) dynamics analysis.

Note, none of the above mentioned linear or non-linear behaviour - both explicit and implicit
methods can be either linear or nonlinear. But in "real world" applications, there are usually
quicker ways to model the high speed linear dynamics response of a structure, so the
models analysed with Abaqus Explicit are usually nonlinear.