Fungi are sort of constructed backwards from animals: while animals are fairly homogenous on the outside, but have all these different organs on the inside, mushrooms have all their organs on the outside, and inside they're just a solid mass of tissue. The same is true of hyphae in general: all the cells in the thread are the same, until you get to the end of the hypha (almost all the growth of the fungus takes place at the hyphal tip also).
Some end cells are colored black and stick out of the stalk of the mushroom a little way, making the stalk look a bit like a leg that was recently shaved and is just beginning to grow its hair back. This type of end cell is called a scaber and they are typical of the genus Leccinum. A stalk that has scabers on it is (logically) said to be scabrous.
Some polypores have long, pointed brown cystidia that, for whatever reason, got named setae. They can be seen projecting from the hymenium in the microscopic view in the middle of this picture, and in close-up at the top left.