Ok, quick lesson that I researched a few years ago...
Wholegrain = bran, germ, and the endosperm
So when you're looking for a healthy form of a grain, you go for the wholegrain. So whole wheat is wheat with it's bran, germ, and endosperm. Whole oats are oats with their bran, germ, and endosperm. The endosperm is the least healthy part of the grains. The other two provide nutritional benefits and should be left in.
You can buy these separately too....
Oat bran
Oat germ
Wheat bran
Wheat germ
GL!