I am interested in understanding classifying spaces and cohomology groups of clasifying spaces to understand characteristic classes as in How do one Introduce characteristic classes question.
Any references are welcome. I have seen Hausemoller's fiber bundles. They have only given little about clasifying space and that Milnor's construction explanation was confusing. Any other references or some short answer saying what this classifying space (of a topological group, lie group, of vector bundles) is welcome.
This is too long for a comment, but it is one to this question:
There is essentially no difference: Let's call a vector bundle continuous if the transition maps are continuous, and call it smooth if the transition maps are smooth.
Since every manifold is paracompact the continuous vector bundles are clearly classified by the maps you mention. Then the question becomes if two smooth vectorbundles are isomorphic as continuous bundles, they are isomorphic as smooth bundles: This is true. The bundle $E_n\rightarrow G_n$ is smooth, and smooth bundles are classified by smooth homotopy classes of maps into $G_n$. But any two (smooth) maps which are homotopic as continuous maps are smoothly homotopic. This follows from the fact that any continuous map can be approximated by a smooth one.
About the principal $G$ bundles: I think there is a universal principal $G$ bundle over $BG$ and any principal $G$ bundle arises as the pullback of this bundle along a classifying map. A reference for this would be Husemöller's Fiber bundles if I remember correctly.