In Grim Dawn, can someone explain the Affinities and Constellations? I have a character with a couple points to use but I don't understand how this part of the game works. Can anyone shed some light on this? Thanks so much!

Constellations are ultimate minmaxing, they let you attain some unique abilities and rare mods.
Affinity - prerequisite to being able to spend points on constellations. You get affinity by completing constellations.
It is possible to make constellations "selfsustaining".
You can respec out of stars or completely reset constellations.
You get ~20-25 points in normal difficulty, that's enough to to get some pretty strong constellations.
Personally, I focus "life leech" for attack-based characters (wolverine, iirc), kraken for two-handers, but my constellations usually end up covering holes in resist for ultimate difficulty.

What, the answers you got over on the Steam GD forum didn't help?

https://steamcommunity.com/app/219990/discussions/0/1732090362048271754/

Game Guide gives a pretty good explanation to go with the rest of the answers.

http://www.grimdawn.com/guide/character/devotion.php#q07

This information is contained in the in-game tutorials. If you screw up just pay a small fee at the same npc that lets you resign your skill points to have the devotion points unassigned so you can reassign them in a more diserable fashion.