kW - kilowatt is a unit of energy. 1 kilowatt = 1000 watts.
When we see an el. shower with 9.5 kW - it means it is able to produce 9500 watts of energy and that energy is transformed into heat which heats water. More kW means more power. 10,5 kW shower will be able to heat bigger amount of water per unit of time than a 7,5 kW shower.
It's the same like with many other appliances. Do you have an electric kettle? A 1000 W (or 1 kW) kettle will boil the water slower than a 2000 W (2 kW) kettle.
So what are kWh than? kWh (Kilowatt hours) is a unit of energy consumption. It means how much kilowatts of energy does some appliance eat over a period of one hour. So a 10.5 kW el. shower will eat 10.5 kW per hour - therefore its consumption is 10.5 kWh.
Buying an electric shower with a lower power is not recommended. Heating water is a very energy-consuming process. If you want to have a comfortable shower, buy a higher kW one. This doesn't mean that it has to run at full power all the time. It can also behave as a 7kW shower, depending on your temperature setting. Better be safe than sorry.