What is GPX?
GPX is the XML that GPS devices and fitness apps speak. A file is usually one recorded track - a long list of points with latitude, longitude and often elevation and a timestamp - plus any waypoints you marked along the way.
What is GeoJSON?
GeoJSON is what geographic data looks like when it stops pretending not to be JSON. It is the lingua franca of web mapping - Leaflet, Mapbox, D3 and most spatial databases read it directly - and its one famous trap is coordinate order: longitude first, then latitude.