Definition: Theorem, Lemma, Proposition, Conjecture and Principle etc.

I have taken this excerpt out from How to think like a Mathematician

I think it does a great job of describing what those words mean in a sentence. Later in the chapter, he goes onto describe how we have some conjectures which have been called "Theorems" even though they weren't proven. For example, Fermat's Last Theorem was referred to as a Theorem even though it hadn't been proven. If you haven't read the book then I highly recommend it if you are a undergraduate in your first two years of math.