Here's why:
* Transverse waves: The particles of the medium oscillate perpendicular to the direction the wave travels. Think of a rope tied to a post. If you shake the rope up and down, the wave travels horizontally along the rope, while the individual rope segments move up and down (perpendicular to the wave's direction). This up and down motion, when combined with the wave's forward motion, can create a circular path for the particles.
* Longitudinal waves: The particles of the medium oscillate parallel to the direction the wave travels. A good example is sound waves. The air molecules vibrate back and forth in the same direction that the sound travels. They don't move in a circular path.
Examples of Transverse Waves:
* Light waves
* Electromagnetic waves
* Waves on a string
* Water waves (to some extent)
Let me know if you'd like more details on any of these wave types!