For example, what is the difference between the following two sentences:
I had a bad day
I had had a bad day
'Had' is the past form as well as the past participle of 'have'.
The first sentence is in the simple past tense which typically has this form:
Subject + past form of verb
The simple past is used normally to denote an action that is completed in the past.
The second sentence is in the past perfect tense which has this form:
Subject + had + past participle of verb
If two non-consecutive events happened in the past, this tense is used to show the first event.
= The party began. Then we arrived.
= They ate all the food; then we arrived.
= I was having a bad day. During the day my home was robbed. Then I arrived home and found out about the robbery.
Refer to Kajaco's example as well. Here, the past perfect is used to show which incident/action happened first.
Consider this sentence:
This is the past perfect form with the verb eat. This uses the past participle ( 3rd form) of the verb.
There's an idiomatic difference between "to have a bad day" and "to be having a bad day". The first (mostly) refers to external events and the second (mostly) to your internal reaction to them (mood, headache, etc.) - but there's no bright-line separation between them, just as there isn't in life. Perhaps fully-enlightened Buddhists or Stoics can completely separate external events from their own reactions to them - but then, a fully-enlightened Buddhist or Stoic wouldn't refer to any particular day as being "bad", either.
It might be helpful to ring all the changes on this phrase and see how its meaning shifts:
This evening you will tell your wife, "I crashed the car because I had a bad day." Later this month you will explain to the insurance adjuster, "I crashed my car because I had had a bad day."
Just for fun: http://www.reocities.com/oosterwal/puzzle/had.htm
The first sentence uses the simple past of the verb "to have".
The second sentence uses the pluperfect (past perfect).
I'm not sure, but as the schoolboy put it...
"I had 'had', where I would have had 'had had', if 'had had' had had the teacher's approval."
You are asking about the difference between these. If you are asking about meanings, then the first is a simple statement of fact that stands alone. The second implies another thought coming with it, such as
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