WordPress.com sells custom design upgrades. They allow us to "preview" change that do not actually display on the blog unless we purchase the upgrade.
If you have not purchased the custom design upgrade note that no changes you try out aside from those such as Custom Background, Custom Header, etc. which are stated on the theme description pages in the features column (right hand side) will be visible to visitors.
You do not need to load the design tools unless you have the Custom Design upgrade. All of these functions can be accessed from your dashboard - without loading the custom design tools - no upgrade required.
Appearance > Header
Appearance > Background
Appearance > Theme Options (applicable only to some themes)
Settings > Reading (set a static front page)
Site Title and Tagline > Settings > General
If you are using the preview mode for the Custom Design upgrade some of the settings in that mode will save but they won't show up on the front end unless you purchase the upgrade.
To go back to the free options, go to Appearance → Themes → Customize → Colors and click the "exit the preview" link in yellow at the top of the panel on the right.
See also: http://dailypost.wordpress.com/2014/01/18/video-tutorial-customizing-your-theme/