You may find some of these terms within the Wiki pages.
Unit: A Creature or Player.
Creature: A Mob[ile] Unit. Also known as an NPC (Non-Player Character)
Gossip: Menus that allow you to interact with the Player.
Phase: A unique instance of the Game World.
Method: Also commonly known as a Function or Command. This is the correct word for it - Method adopts a more Object-Orientated view on Lua, which is what we want.
Function: A block of code in Lua.
Command: Usually assumed to be any Lua Method, it is incorrect terminology. It is not a command.
Statement: A piece of code that performs a single action.
Expression: A statement that evaluates true or false.