Every version of VS adds new features. I'm not sure exactly what was introduced with each new version but there are Release Notes available that will provide the highlights. The most obvious change is support for newer frameworks. I'm not sure what VS 2015 supports but I'd be fairly certain that it would support .NET 5 and later. Even VS 2019 doesn't support .NET 6 and later. That may not be an issue for you but you won't get support for newer language features either.
I would generally recommend using the latest version unless you have a specific reason to use something older. Given that the Community edition is free and you can have multiple versions installed side by side, there's generally little reason not to at least try the latest version. You can install VS 2022 and leave VS 2015 installed, then uninstall whichever you don't want later, or just keep both indefinitely. You should be able to open existing projects in VS 2022 and still open them in VS 2015 afterwards, so you don't really lose anything. I'm pretty sure that's true but, if prompted, be sure to create a backup anyway, just in case. You really ought to be using source control anyway, so any changes made by the newer version should be able to be rolled back if there's a problem.