Jailbreaking just allows you access to the file system on the phone. With that access you can add/change anything you want on it.
The Dev Team is one group of people that are hacking the phone so that it can be "jailbroken" and developing the tools need to do so.
Purplera1n and RedSnow are programs that are used to jailbreak your phone. They both do basically the same thing, just released by different people.
Cydia is like the "AppStore" for the hacking community

All "our" apps/themes whatnot are on it. Its an application for the iphone that will allow you do install all the cool stuff.
Stacks is just an app, located in Cydia.