Seltzer water is just water that has been carbonated but doesn't have any additives including sodium added to the Seltzer carbonated water during the carbonation process.
Club Soda is similar to Seltzer water but Club Soda has additives including sodium as well as things such as potassium bicarbonate and potassium citrate which are added to enhance the flavor of the club soda.
Basically both club soda and seltzer water are carbonated drink except seltzer water doesn't have additives which is why seltzer water doesn't taste as good as club soda.