I'm not quite sure what you mean by individual differences. I'm guessing you mean differences in learning styles. If you meant something else, please write in again. I'll give a very brief overview of learning styles here, but it is an enormous topic and very difficult to summarise.
There are different ways of categorising learning styles. If you're interested in knowing more, you could take a look at "Manual of Learning Styles" by Honey and Mumford. Questionnaires exist that help see a person's learning style.
One way of categorising learning styles is into activist, reflector, theorist and pragmatist. Each style has its strengths and weaknesses. Some examples for the activist are: flexible and willing to have a go but can take unnecessary risks. The reflector is thoughtful and careful but can be slow to reach a decision. The theorist is rational and objective but has a low tolerance for ambiguity. The pragmatist is practical and business-like but impatient with waffle.
Another way of looking at learning styles is through multiple intelligences. The idea being that people are extremely capable in one area of intellectual life but less able in other areas. Seven "intelligences" have been identified: linguistic, logical-mathematical, spatial, musical, bodily-kinesthetic, interpersonal and intrapersonal. Strength in one area of intelligence will affect a person's favoured learning style. So learners who are logical-mathematical would enjoy working out grammar rules for themselves. Students with linguistic learning styles would enjoy stories and word games. For more information, you can look at work by Jim Wingate.
Neuro-linguistic programming (NLP) has also been used for categorising learning styles. Neuro refers to how we experience the world through our five senses and how we represent the external world in our minds. We all have preferences for visual, auditory, kinesthetic, olfactory (smell) and gustatory (taste) modes - the last two are less common. Linguistic refers to how we describe our experiences. Programming refers to learning how to interact in new ways in order to achieve our potential. If you want to know more about NLP, I have written two replies on this subject. You could go back and look at them. Or for further information, you can look at "In Your Own Hands" by Jane Revell and Susan Norman.
If you know your students' preferred learning styles, you can increase learning potential in the classroom. You can think about the activities you do in class. For example, if there are a lot of students who fall into the bodily-kinesthetic learning category they will probably learn well through role play and drama. You can use knowledge of learning styles to group students; either grouping those who have the same learning styles or those with different learning styles together. Then talk to the class about which they think works best. Any discussion about learning styles should be respectful of differences. It can help to be aware of them, but there is no place for judgement (one style is not better than another) and there is no question of expecting people to change. Students might want to experiment with a different style, but that is their choice. It is also important to remember that people can have a liking for more than one learning style and that we are not categorising people when we talk of preferred styles.
I hope this will be of help. I understand the topic is vast and with time, I'm sure you'll grasp it.