The Changeset Window
A changeset is similar to a folder comparison: it compares two sets of files. However, for a changeset you don't have two separate folders, but rather two states of one group of files. The most typical scenario is comparing two specific commits of a git repository, see How to work with Git changesets.
Window Elements
For a changeset, the common Kaleidoscope document window gains a sidebar on the left.
Sidebar

Toolbar
The toolbar has an extra button on the left to hide or show the sidebar. View > Hide/Show File List from the menubar provides the same functionality.
Changeset Summary
The area below the toolbar a summary of what is presented below. It shows how many items there are in the changeset, and where it originated from. You also see how many items changed (pen icon), how many were added (plus icon), how many deleted (minus icon), and how many moved to a different location (arrow icon)
File List
The main part of the sidebar is a list of all items that have changed in that changeset. Each item shows a colored icon, indicating the kind of change and the name of the item.
Contextual Menu
Items feature rich contextual menus, offering functionality such as:
Open items in a separate new comparison
Reveal item in Finder
Quick Look files. This is particularly useful for file types that Kaleidoscope does not natively support.
Open single files in another app
Copy file path
Filter Area
The area at the bottom offer various ways to quickly narrow down the list to what you care about. You may filter files by:
File extension. Click the filter icon at the left to show a popover with all file extensions present in the changeset. Use the checkboxes to filter.
File name. Enter text to be matched.
Kind of change. Click the icons on the right to toggle display of that kind of change. Option-click to toggle all others.
Content Area
The remaining parts of the window depend on the entry selected in the sidebar. Find more information in Comparing Text and Comparing Image.
Settings
There is only one setting specific to the changeset window in Kaleidoscope: the size of the sidebar entries. To change that:
From the menu bar, select Kaleidoscope > Settings…
Click General
Select your preferred size from Setting Sidebar Icon Size. The setting System means Kaleidoscope will follow whatever you have set in System Settings > Appearance > Sidebar Icon Size.