They are different types of pieces, basically. An etude is a study, coming from the French, "etudier" (to study). Opus means "work" and it's a way to catalogue pieces. A nocturne loosely translates to "night piece." Mazurkas, polonaises, minuets, menuets, gigues, sarabandes, etc...these are all different types of dances.
As for titles and numbers... most of the time, the title is the name that the composer gave to the piece (there are some instances where unofficial titles have come about from popular nicknames). Where it says something like, Op. 1 No. 2--this is the catalogue of the piece. Most of the time, opus numbers go in the order that the composer wrote them, and different works in the same set will get the "no." Example: we'll say Beethoven wrote Three Dances for Piano and they are in opus 4. Dance 1 would be Op. 4 No. 1, dance 2 would be Op. 4 No. 2, and dance 3 would be Op. 4 No. 3.
Hope this helps!
I know that an etude is a Development of an idea from piano exercises. About the others I am not real sure. Oh and Opus means Work so it has to do with catologing a work