GLOSSARY
Spark - We have a whole page about the Spark here. :)
Clank - Strictly speaking, a clank is a robot, typically made of clockwork but the larger varieties may utilize a steam engine. Some are self-sufficient while some require piloting; if it's something you build with metal, that also moves, it's probably a clank.
Construct - An engineered life form. There are several different versions of construct: Frankenstein-like creations made out of dead parts; dead people that have been repaired with spare parts and revived; creatures altered with chemicals(think Jekyll and Hyde); live creatures with parts added on; animals given human-level intelligence; engineered, new species; altered forms of existing animals; clank-altered lifeforms("cyborgs"). Constructs can also be made from one or more category.[Paraphrased from here.]
Heterodyne Boys - Folk heroes that travel Europa fighting evil and having grand adventures. Recently they have disappeared, leaving the populace with no clues as to where they went.
Wastelands - The vast expanse of land between towns and cities in Europa. Very dangerous to travel alone, and only marginally safer to travel in groups.
Other - An unknown entity wreaking havoc across Europa. Recently it has disappeared, but the chaos it created has yet to fade.
Slaver Wasps - Mind-controlling insects manufactured by the Other. Turns people into shambling "zombies." There is no known cure.
Revenants - Humans who have been infected by slaver wasps. Mindless zombies under the control of the Other.
Jägermonster - "Hunter-monsters;" construct soldiers for House Heterodyne. Warriors altered through ingestion of the Jägerbräu, a potion that grants superhuman strength at the expense of some of a person's more human characteristics. More here.
If you run across any other terms that you need clarified, feel free to post it as a comment and we'll define it for you.