I'll start with a disclamer that I'm obviously not a radiologist, but I will try my best.
As you gain more experience in the ICU, I recommend getting into the habit of looking at every xray. I had no idea what I was looking at in the beginning, but after a while, you will start to get a sense of things. Ask your intensivist every chance you get to explain things and piece together images as time goes on.
Many of those terms are used interchangeably, and a radiologist will use different terms for any number of pts.
The best thing you can do to pick out what is what is to visually inspect the xray. You can see where the abnormals are. If the infiltrate is located in the bronchus or bronchioles, then "consolidation" may indicate mucus consolidation. If it is diffuse or located in the lobes, it may be more of a pneumonia (but pneumonia can certainly be located in the bronchus). The term opacity is used for fluid or effusions. If the bottom of the lung is very hazy and you can't tell the costal angle, then an effusion can be the opacity. But the term consolidation basically means "gather of." It may not be continous or "patchy." Opacities may be more of a solid, continuous abnormality. Infiltrate means something has infiltated the tissues.
So, if you can actually look at the xray and see the characteristics of the opacity or consolidation, you may get a better idea of whether or not it's mucus, fluid, or an invasive organism.
If you look at a chest xray, look at the ribs and see how they are separated. If the ribs on the right side of the xray or closer together then the ribs on the left, then the right chest has atelectasis. The atelectic tissue causes the lung to deflate and the ribs are noticeably closer. If a pt get a CXR with full inhalation and all the ribs are pretty close, then the whole chest is atelectic.