Shell means "command interpreter".
The Bash is a type of Unix/Linux shell, which contains its own command syntax.
The Cmd is the modern Windows command interpreter (CMD.EXE). That is, it is a type of Shell. In Windows 95, 98 and Me it was called COMMAND.COM.
OF means "Disk Operating System". Basically it is an operating system that operates through a Shell command line.
The MS-DOS is the Disk Operating System developed by Microsoft (MS). Not all DOS operating systems are Microsoft’s MS-DOS (although this is the most famous and the one that has been used the most), as there is/existed also others like the Friends, the Freedos and the IBM PC DOS, among others.
The Console is a text interface used for the user to read and type commands.
The Terminal is the device (physical computer) you use to view or type commands. But it is not necessarily physical because it can be emulated as well, and in this case probably the Terminal will be a Window or an Application running.
The Command prompt is the part of the text that appears in the Console asking the user to enter a command line. This can be the C:\>
which appears in the Cmd or DOS or may be the user@host: work_dir $
that appears on Bash.
That is, basically you go to your Terminal and open the Console. There you can see the command prompt and inform Shell what you want to do through a command line to be typed. This shell, it could be the Bash of Unix/Linux or the Cmd of Windows, or the Shell of DOS or maybe it’s something else. If it’s DOS Shell, maybe this DOS is MS-DOS.
Only the Powershell was missing :)
– Wallace Maxters