Can not work out what material the interior of my walls are made of
It's drywall, also called sheet rock, and it is very typical. It is made of gypsum with a thin paper layer on each side. It is applied directly to the studs with nails or screws. The sheet size is typically 4'x8' which is a size that can fit both 16" oc and 24" oc stud spacing. Longer sheets are available at 10' and 12' The seems are covered with mud and tape.

It is relatively strong and can support normal household level loads such as shelving. There are a large verity of anchors that can be used to attach items to it. They vary in how much load they can hold, how big a hole it makes, and how it is in stalled. My favorite is the self driving screw-in type.