This is actually a very complex question as the effect of radiation on materials and biological tissue is affected by the particle energy, the molecular mass of the materials being impacted, the electron density of the material being impacted, and the charge to mass ratio of the particle. Also if the particle is above a certain energy threshold it can cause activation that leads to residual radiation.
To start with, radiation effects materials and tissue in two primary ways. First of all a particle can collide with a nucleus and eject it from its lattice position which leads to material defects that make materials more brittle and changes the mechanical and physical properties. Secondly, and more important to electronics and people, radiation can knock electrons out of atomic shells, which prevents materials from chemically bonding. When this happens to DNA and the proteins are not properly bonded, they will not reproduce (mitosis) correctly and when this happens, it can lead to cancer.
Directly ionizing radiation, typically refers to charged particles. As a charged ion streams through space, the electric field caused by its charge can interact with electrons in an atoms electric shell and rip them from the shell. It can do all of this without ever actually touching the atom that it is ionizing. Indirectly ionizing radiation, typically refers to neutral particles like photons and neutrons that must collide with electrons to remove them from a shell, which is statistically less likely.
First of all think about throwing a ping pong ball at a bowling ball. If you did this, the ping pong ball would bounce off the bowling ball at essentially the same speed/energy it impacted with because there is a large mass difference between the particle and the collision medium. It would not transfer much energy in the collision process. However, if you throw a ping-pong ball at another ping-pong ball, the one you threw might transfer all of its energy to the impacted ball and come to rest, causing the other pin-pong ball to go flying in some direction, this is similar to radiation interactions. If a neutron slams into an iron nucleus in a steel slab, it may do little damage because the iron nucleus is like the bowling ball and the much less massive neutron is like the ping-pong ball and there is little energy transfer. However, if the neutron slammed into hydrogen in a lithium-hydride shield, the hydrogen atom and neutron have nearly the same mass and there can be much more energy transfer and therefore more damage. This is how the mass of the radiated particle and the molecular mass of the bombarded material affect radiation damage.
Charged particles and photons also interact much more with materials that have a high electron density (i.e. metals) than they do with materials containing fewer electrons per atom. As a result, protons can be stopped much more easily with a steel shield than in water (although the density of the materials also has an effect). However, even particles with a high charge (such as iron ions) can be hard to stop in high electron density materials if they have a lot of mass, as iron does. If someone throws a baseball at you at 20 mph, you can catch it in a glove easily, but if someone throws a bowling ball at you at the same velocity, it has a lot of inertia, which means it is not so easy to stop it. The same holds true for subatomic particles. So you end up viewing ions by their charge to mass ratio, which is a ratio of its ability to be stopped by electric field interactions vs. its ability to resist stopping through inertia.
Other stars emit the typical types of radiation as our star (electrons, protons, photons), but since that is day to day stuff and exists at very small quantities in our star system and at the same energy level as radiation from our star, it is negligible in its effects on people and satellites. However, GCRs are typically referring to heavy ions ejected at VERY large fractions of the speed of light from very high energy events like super-nova. They have a relatively to very high charge and are traveling at a very high speed, with a high atomic mass. This means that they have a charge that allows them to interact with the electric fields of other atoms. This process causes damage as it flies by the various atoms in a material ripping electrons out of their shells. But because they have an enormous velocity/energy and also have a high mass, they have allot of inertia and are not easily stopped. A shield or material may sustain as much damage from a few GCR collisions as it does from the flux of 10^9 solar protons collisions. The potential for radiation damage from GCRs increases as the mass and charge of the particle increases, so protons are the least damaging, hydrogen and helium nuclides are more damaging, carbon even a bit more with iron being amongst the most damaging.