What is the difference between QRM and QRN?

QRM is interference from other transmissions — man-made. QRN is natural or atmospheric noise such as static from lightning. Remembering M for man-made keeps them straight.

QTH refers to a station's location. Sent as a question it asks where you are; sent as a statement it tells the other station your location.

Are Q codes only used on Morse?

They started as telegraph shorthand but are used routinely on voice as well, because they are short and unambiguous even through interference and fading.

Reference

Q codes

Three letters that replace a whole sentence, and stay readable when conditions are poor. Each can be sent as a question or as a statement.

Most used on the air

QTHMy location is…
QTH? What is your location?
QRMI am being interfered with by other stations.
QRM? Are you being interfered with?
Man-made. M for man-made is a workable mnemonic.
QRNI am troubled by static or atmospheric noise.
QRN? Are you troubled by static?
Natural noise — lightning, power lines, weather.
QSBYour signal is fading.
QSB? Is my signal fading?
QSYChange to another frequency.
QSY? Shall I change frequency?
QSLI acknowledge receipt.
QSL? Can you acknowledge receipt?
Also the name for a contact confirmation card.
QSOI can communicate with … directly.
QSO? Can you communicate with … directly?
Used as a noun for a two-way contact.
QRZYou are being called by…
QRZ? Who is calling me?

Operating and power

QRPDecrease power.
QRP? Shall I decrease power?
Also the name for low-power operating as a discipline.
QROIncrease power.
QRO? Shall I increase power?
QRTStop sending / I am closing down.
QRT? Shall I stop sending?
QRVI am ready.
QRV? Are you ready?
QRXWait — I will call you again at…
QRX? When will you call me again?
QRLI am busy — please do not interfere.
QRL? Are you busy?
QRUI have nothing for you.
QRU? Have you anything for me?
QRAThe name of my station is…
QRA? What is the name of your station?

CW sending

QRSSend more slowly.
QRS? Shall I send more slowly?
QRQSend faster.
QRQ? Shall I send faster?
QRKThe readability of your signals is…
QRK? What is the readability of my signals?
QSDYour keying is defective.
QSD? Is my keying defective?
QSKI can hear you between my signals — break in.
QSK? Can you hear me between your signals?

Traffic and routing

QSPI will relay to…
QSP? Will you relay to…?
QTCI have … messages for you.
QTC? How many messages have you to send?
QTRThe correct time is…
QTR? What is the correct time?
QRGYour exact frequency is…
QRG? Will you tell me my exact frequency?
QSAThe strength of your signals is…
QSA? What is the strength of my signals?

Q codes are internationally standardised by the ITU. The full list covers aeronautical and maritime use too; these are the ones that come up in amateur operation and in the ASOC syllabus.