I will try to break down the process of radio reception to the extent that I understand it.
The radio frequency energy must be captured so that it can serve as an input to the radio. That's the job of the antenna. A wire, pipe, coil, other conductor or even a wet string can serve to capture and conduct RF energy to the radio. Most radios have an internal antenna for AM and a telescoping antenna for FM broadcast and other bands. Antennas can be very general in terms of frequency or made to be somewhat selective - they work well within a narrow range of frequencies.
There is a lot of radio frequency energy out there - zillions of stations spread from below 100 kHz to several gHz and beyond. Unless you have the means to select the frequency of interest you will not get where you want to go. The traditional crystal radio is a good example - near populated areas with many broadcast stations an untuned crystal radio will pick up many stations at once.
In order to get closer to the goal of receiving one station at a time the selectivity of the radio must be increased to a point where the station of interest is amplified to the greatest degree and the others are not amplified or attenuated sufficiently. How much selectivity is needed depends on many things - what frequency, signal strength of desired station compared to the others, bandwidth of the desired station, etc. You might like to think of selectivity as a way of describing a window or doorway to the rest of the radio. An amplifier with any amount of gain at all can function as an AM radio with a wide open window or doorway to any frequency that appears.
Sensitivity speaks to the ability of the radio to make use of stronger or weaker RF energy. All other things being equal, increasing the sensitivity of a radio or the stage of a radio means that more stations will be there to possibly compete with the frequency of interest.
Some of the stages in a radio address selectivity (the window) and selectivity together. Imagine an antenna conducting the energy from 3 radio stations - at 950 kHz, 1,000 kHz and 1,050 kHz all at similar strengths. In order to select the one we want we need to filter two of them out. Filters can be inductor/capacitor (tuned circuits), crystal or other but they all are far from perfect. Their window or selectivity allows for some of the undesired RF to pass but that's an improvement. If we tuned a filter for 1,000 kHz and attached it to an amplifier we might see the signal level of the 1,000 kHz signal to be 10X what it was at the input and the 950 and 1,050 kHz signals still at the same level as the input. The stuff we don't want is still there but what we want is 10X stronger. If we do this several times in a row we have what we want at 1000X stronger than it started and 1000X stronger than anything else.
Now that we have this very strong signal (station) that we desire it is still radio frequency - if AM it's a carrier with sidebands, if FM it's a carrier that varies wildly in frequency, if FM it's only sidebands, if CW it's just a carrier with a little noise. In all cases the RF began at the transmitter as just pure RF with no intelligence, data or audio. At the transmitter we mixed in the intelligence so what we have in the antenna, the amplifier is precisely that - RF plus intelligence. We need to separate the intelligence out of the mess. That process is called detection. The detector for AM is different than FM. Detecting sidebands only is a different challenge. Once you separated the intelligence from the mess (detected it) all you need to do then is put it thru an audio amplifier.
So, to sum up the process - you need to capture the RF via some means- an antenna. You need to amplify the signals and while you are doing that you need to separate them from everything else thats out there - senstivity and selectivity. Once that's done you need to separate the stuff you want out - detect it. Lastly, you need to amplify it to a level that is useful.
I took the time to write this because I thought it might help. I'm also going to print it out for myself because I've had to explain much the same thing to others. You certainly don't need a PhD to construct radios but it does help reduce frustration to know some of the basics.