Wikipedia knows all.
Pixel - "A pixel (a portmanteau of picture element) is one of the many tiny dots that make up the representation of a picture in a computer's memory. Usually the dots are so small and so numerous that, when printed on paper or displayed on a computer monitor, they appear to merge into a smooth image."
Dither - "Dithering is a technique used in computer graphics to create the illusion of color depth in images with a limited color palette (quantization). In a dithered image, colors not available in the palette are approximated by a diffusion of colored pixels from within the available palette. The human eye perceives the diffusion as a mixture of the colors within it. Dithering is analogous to the halftone technique used in printing. Dithered images, particularly those with relatively few colors, can often be distinguished by a characteristic graininess, or speckled appearance."
Sprite - "In computer graphics, a sprite is a two-dimensional image or animation that is integrated into a larger scene."
Pixel Dump - ...Well okay, it doesn't know everything. Not in the wikipedia, but I'm pretty sure this term denotes sketches and random artwork done using a pixelling technique to draw them. "Dump" probably connotes they don't necessarily reflect the artist's best work, and display their skill in its unpolished form.
