Do mining clients affect efficiency of mining? Excuse my ignorance. I'm new to this. When trying to start mining, does it matter which client I choose to do the mining? If so, to what end?
The mining clients does heavily affect the efficiency of mining.

Different mining software has a various developer fee, some are better written than others, and some are working better for nVidia while other are better for AMD.

The GUI miners are usually just a GUI wrap up for console miners, so different GUI miners also perform differently on different algorithms and hardware.

The loss you can experience if mining with wrong software can be from 0.1% to as much as 100%+.

That's why you should:
-have updated drivers(or best if latest aren't the best),
-do a research on your mining hardware potential,
-test as many compatible mining clients as possible.