First off, it is important to define terms. In order for my readers to understand me (and to avoid unnecessary objections), it would be wise for me to begin by making sure we're all on the same page. Any time I use one of these words or phrases, then, they should be understood in light of the definitions which I will give them, unless explicitly stated that I am referring to another person's definition.
If I appeal to an authority, as I will make a habit of doing (and of using footnotes, either of superscript form or of bracketed form), then I will note it below. If you feel that I have overlooked something, please comment to let me know.
The Universe: The volume which contains all the stars, galaxies, and the space between them, within which everything that we can observe is contained. The Universe might very well extend beyond the visible universe, which is significantly different only because physical (i.e. pertaining to the laws of physics) restrictions preclude us from seeing beyond a certain distance away from the earth. The physical boundary of the Universe is simply that--the point in three-dimensional space beyond which there exists no matter or energy at all. Granted that the Universe is expanding, this point will change in its distance from earth and the center of the Universe; however, the Universe is expanding into what is presumably composed of absolute nothingness, that is, a void, and it is this void that the Universe expands into, whereas the actual matter and energy (and the space between them) is WHAT it is that is doing the expanding. To summarize, the Universe is the totality of matter and energy in existence that is bounded by the outer edge of itself, beyond which is not-the-Universe, but something different. A void, perhaps.
Volume: The term I italicized above, meaning simply a three-dimensional area (area not being used in a mathematical sense here). On that note, I used volume (above) exactly in the mathematical sense.
Space: The area (again, simply meaning "zone," in this sense) between the visible, observable (and possibly interactive) matter and energy in our universe. It is considered to be totally empty by some, whereas others consider it to be negative, in some sense (not merely zero matter). At any rate, I am going to make a distinction betweenspace and a void, with the difference being that space is the areas between matter/energy particles inside our universe, whereas a void is a three-dimensional area that has absolutely nothing in it, not even negative stuff.
(Three-Dimensional) Space: A distinction is made between this 'space' and the previous 'space.' This variety corresponds to a coordinate system such as in mathematics, whereas the previous corresponds to the literally existing stuff (whether matter, energy or 'emptiness') between solid particles in our Universe.
Matter/Energy: One and the same, though different permutations of the same substance. Matter and Energy are bound by the laws of physics (the ones we know of and the ones we haven't discovered yet). This is an important distinction, because this is the only substance which we know of that obeys such laws. As far as we know, 1) They do not disobey these laws, and 2) nothing else (that is, any other type of substance) has been observed or measured empirically which either obeys or disobeys these laws. Matter (I may also refer to it as mass) and energy are related by the equation E = mc^2 [I don't yet know how to do superscripts, if I can]. Of course, new information may arise to change the specifics of this equation, but it is widely known that certain materials (I'm talking about radioactive ones) may be accelerated into one another at high speeds in order to convert a small portion of the matter directly into energy. Examples of this are atomic bombs (See 'tsar bomba' on youtube for a video of the biggest yield recorded so far)
Void: Absolute nothingness. Space is a vacuum, for example, but there is evidence that even empty space may be filled with something called "zero point energy" (more on that later). A void has nothing whatsoever in it. In fact, it might be entirely impossible for us to understand the concept of a void, considering that space probably is not one (despite that we consider space, in casual thought, to be a void).
Note: AstroPhysicists often talk of space as being able to be "curved," (often in reference to gravity) and they speak of "open" and "closed" universes. Also for this reason, I make a distinction between space, which apparently can be "affected" in some way, and a void, which is defined by its nonexistence, and as such can exert no effect, nor be affected.
Substance: A thing which exists. I should take care not to refer to it as "physical," considering that this is a specific reference to the behavior of mass (a particular type of substance) in our universe. Mass interacts with other mass in a physical manner, due, incidentally, to the fact that it is bound by (it obeys) the laws of physics. Consider the fact that a substance which is not mass would not have to behave as mass does. Quite to the point, if there existed (in our Universe or outside it) another type of substance, then there is no reason to expect that it would have to obey the laws of physics at all. In fact, considering that we have never empirically observed something in operation that is not composed of mass-energy, we have no comparison to make--we cannot presume to know anything about how a non-mass-energy substance would behave.
Let's talk about time (after the jump):