Scotch = whisky from Scotland
Single Malt Scotch = Scotch where the entire content is made from the same batch
Blended Scotch = Scotch made from the combination of different batches
There are four regions where scotch comes from, Highlands, Lowlands, Campbeltown, and Islay. Speyside is an area within the Highlands region where many distillers are located, and is thus sometimes considered its own region.
A blended scotch, such as Johnnie Walker or Dewars, is likely to be blended to appeal to the masses, and will likely be quite drinkable (if you pay enough), but maybe a bit bland in comparison to a single malt. A single malt will have its own character, which may not appeal to drinkers of a different single malt. For example, my bottle of Laphroaig (an Islay) didn’t go over terribly well with some friends who were more interested in Highlands scotches, such as Glenlivet.
Canadian Whisky = whisky from Canada, e.g. Crown Royal. Canadian laws allow certain flavorings that aren’t allowed anywhere else.
Bourbon = Whiskey made in the US, which is made from a mash of at least 51% corn. An example would be Wild Turkey. A Kentucky bourbon is a bourbon made in Kentucky, which most are.
Tennessee Whiskey = Whiskey made in Tennessee, which is charcoal filtered. There are two brands, Jack Daniels and George Dickel
Single Barrell = a designation given to a bottling where all the contents are from the same barrell. I know Jack Daniels makes a Single Barrell version, which is quite pricey.
Irish Whiskey = Whiskey from Ireland, such as Jameson or Bushmills.
Japanese Whisky = Whisky from Japan, such as Suntory.