what does it mean of different eyepieces? what is the difference between 4mm and 24mm and 30mm eyepieces?
could I buy an eyepiece from another brand?
I have the Gskyer telescope.could I buy for Celestron eyepieces?

thanks.
The 4, 24 and 30mm eyepieces give different magnification (equal to the the focal length of the telescope in mm, divided by the number for the eyepiece).
You can use eyepieces from other brands, but make sure they have the same size barrel (the bit that slides into the telescope).  I don't know the Gskyer brand, but the eyepiece size will be either .965 inch or 1.25 inch.  Provided you get the same size, any other brand will work.  It's probably best to get familiar with what is provided by Gskyer before buying anything else.  

You will likely find that using lower magnification at first gives the best outcome.