Chalk: same properties of charcoal. White chalk can be used as a highlight.

Charcoal: natural charcoal is a form of carbon produced by firing twigs (usually willow or vine).

Compressed charcoal is man-made from charcoal powder mixed with binder producing darker tones.

Collage: sticking, gluing or pasting materials onto a support (not necessarily only paper).

Coloured pencil: Wood encased crayon. Wax or oil based.

Conté crayon: see hard pastels. Refined graphite and clay developed in 1795. Contemporary conté are fabricated chalk.

Crayon: modern crayons are usually in stick form made with a combination of oily, waxy, or greasy binding media. Some may also use partial water-soluble binders. The term was used for pastels and chalk in the 17th and 18th centuries. Today's crayons include children's crayons made of wax to professional crayons like Caran d'Ache's Neocolor I and II (watersoluble). 

Deckled edge: The natural edge to a sheet, created in the process of papermaking

Fixative: applied to finished artwork or between stages to protect and prevent smudging. A colourless acrylic or vinyl resin in a solvent.

Glassine: A thin yet dense, smooth semi-transparent sheet or roll of paper. It is inert so is great as an interleaving material for storage especially if there is the possibility of sticking or loose media (charcoal or pastel) being dislodged from the surface of the piece.

Gouache: a water-based paint. Can be diluted with water and reworked (unless acrylic gouache which is permanent when dried). Like watercolour it is pigment and gum arabic but sometimes also includes chalk. Very opaque, flat matte appearance. 

Graphite: natural form of carbon. Pencil.
Ink: Drawing ink. Fluid medium to be used with pens or brushes. Usually made with water, a colouring

agent (usually dye-based) and a gum binder.
Pastels: are mixed directly on the support. Made up of pure pigment and a binder.

Pastel (soft): gum binder. Dusty, matte appearance. Soft painterly look. Fragile, easily smudged. Should be fixed although this will change the colour.

Pastel (hard): higher proportion of binder to pigment than soft pastels. Good for detail, hard edges.

Pastel (oil): non-drying oil and wax binder. Tactile, buttery consistency. First developed for Picasso by Sennelier in the 1949.

Pen: technical pens and fineliners, gel pens, rollerballs, brush pens, art markers, ballpoint Wash: watered down media applied to the support.

Plein air: This term refers to working outdoors (to completion) as opposed to the studio.

Prussian blue: I'm including this because some people don't know how to pronounce it but it rhymes with Russian. It is also known as Paris Blue or Berlin blue. This is a a dark blue pigment produced by oxidation of ferrous ferrocyanide salts. For more, check out this link.

Watercolour: a waterbased paint with pigment and gum arabic. Some colours will be more transparent or opaque.