They are basically the same. It's just that the word "single" breaks each day apart and puts an emphasis on the fact that each day is separate. It gives the feeling, "time after time after time" or "again and again and again." Whereas when you say "every day" the days seem vague and/or connected, as though there is no separation/specific time. It is almost like the difference between saying, "I go to the gym Monday through Thursday!" vs saying "I go to the gym Monday, Tuesday, Wednesday and Thursday!" Even though it is likely that the listener knows what days are between Monday and Thursday, if the speaker doesn't list each of the days, the impact isn't as strong and there isn't as great of an emphasis as in the second sentence that lists out each of the days separately.
Also, in normal speech if someone says that they study every night, it is possible that they have missed a night or two (as in something prevented them from studying for a night).
However, if someone says, "I study every single night." They are saying that they have never missed a night of studying.
Keep up the good work! :)