In Jira Agile when should I use a Story and when should I use an Improvement

We just started using Jira (with the Jira Agile plugin - Scrum template) for our issue tracker and agile planning.

I am confused about the difference (or intended difference) between story and improvement. All our "stuff" is written as stories. Those stories describe both new functionality and improvements to existing functionality. Should those all be listed as a Story or should the improvements be listed as an Improvement?

I think we should keep things simple and just have Epic, Story, Bug; however, I don't want to hide Improvement and end up with some unintended effects or end up missing useful functionality.

Thanks in advance for your advice.