Understanding difference between Coordinate System and Projection?

Both examples are coordinate systems. The difference is that WGS 84 is a geographic coordinate system, and UTM is a projected coordinate system. Geographic coordinate systems are based on a spheroid and utilize angular units (degrees). Projected coordinate systems are based on a plane (the spheroid projected onto a 2D surface) and utilize linear units (feet, meters, etc.).

More here: Difference between Geographic and Projected coordinate systems?

To answer your second question, a coordinate system (whether geographic or projected) and a coordinate reference system refer to the same thing.