TreeSet is a concrete class, whereas SortedSet is an interface (which happens to be implemented by TreeSet). Apart from that, their respective javadocs are quite different; what did you learn from studying those?
Please make an effort to do some research before posting to a forum. Then, if you're still confused, post more specific questions, referring back to the research you did as appropriate. You'll find this is a more productive and rewarding way to learn.
NavigableSet doesn't replace SortedSet, it adds to it. If you want to create a Set implementation that doesn't need any of the methods added by NavigableSet then SortedSet is still the interface to implement.