Cosplay: simply put, it's when you wear a costume and have fun. Costume playing. It's a subculture originally from Japan. Here in the west it's mostly aimed at anime/manga-characters.
Casual Cosplay: it's my own term for cosplay you can do everyday, without people staring at you and wondering what planet you are from. I can be hairstyles, clothes and other things that belongs to the character without making it to big.
Lolita: one more subculture that comes from Japan. This is not related to the book whatsoever. The style gets it's inspiration from Rococo, baroque and the Victorian time. It should also cover you up. It's not sexy, it's cute.
Lolita has many of it's own sub-looks, but I like to take pieces from different genres and put together my own style. So my style will not look like everyone else's, and that's how I think it should be.
To be filled in more as times passes. :D