I have a very basic question about cohomology of sheaves. Suppose $\mathcal{F}$ is a sheaf of abelian groups over a topological space $X$. Then $\mathcal{F}$ itself is a topological space with a continuous map $\sigma : \mathcal{F} \rightarrow X$.
How are the sheaf cohomology groups $H^i(X,\mathcal{F})$ of $X$ related to $H^i(\mathcal{F},\mathbb{Z})$, the singular cohomology groups of the space $\mathcal{F}$?
Can we also consider "relative" cohomology groups $H^i(\mathcal{F}, X)$ using the zero section and relate it to the other cohomology groups, perhaps with a spectral sequence?
They have nothing much to do with each other. Take the special case that $X$ is discrete, so a sheaf $F$ of abelian groups is just a collection $F_x, x \in X$ of abelian groups indexed by $X$. The étale space, which I'll denote $Y$, is the disjoint union $\bigsqcup_{x \in X} F_x$, so it is again a discrete space, so it satisfies $H^0(Y, \mathbb{Z}) \cong \mathbb{Z}^Y$ and higher cohomology vanishes. On the other hand the sheaf cohomology is $H^0(X, F) \cong \prod_{x \in X} F_x$ and higher cohomology vanishes.
So the cohomology of $Y$ is much bigger and not particularly interesting; in particular it is completely insensitive to the group structure on each stalk $F_x$ (and this generalizes to the general case, since the étale space is only sensitive to the underlying sheaf of sets).