GFCI have a "hot white" aka hot neutral because you can connect extra outlets downstream of them on the "cold" side and they will be protected by the GFCI. The hot refers to it facing the breaker panel still being connected and capable of zapping you when the GFCI is tripped. Only the breaker in the panel protects them.
So the hot side is the wires that face the breaker panel. The other set of screws is for connecting another outlet to that GFCI. If done correctly that single GFCI will protect those downstream outlets too.
Also, haha hot load.