There are a large number of different types of files scattered around the Internet. Most of the time your browser will look after them all for you, but occasionally it might be useful to know what they are. Here are a few of the major ones:
HTML
The text of most web pages is written in a language called HTML (HyperText Markup Language). For basic documents it is quite straightforward, but some of its more advanced features can get somewhat complicated. Unfortunately, there are quite a few "dialects" of HTML (where different people have interpreted the standard in different ways), which leads to problems with certain combinations of web page and browser. These problems are getting rarer, but are likely to be around for a while yet.
Flash
This used to be a thing, making fancy, animated effects or displaying videos. It was also a security nightmare and is pretty much gone now.
Java
Sun's (now Oracle's) Java is a modern programming language, which used to be used in many online applications. It's still around, but its use on web pages is becoming increasingly rare.
JavaScript
JavaScript is the main programming language for the web. It provides all of the handy little features that make many modern web pages so easy to use. From little pop-up calendars to online mapping applications, you will find JavaScript all over the place (but most of the time will never notice it.)