Lent is a period of penance in preparation for Triduum (Maundy Thurs. through Easter Sun). The faithful are encouraged to increase their works of mercy and decrease their self-indulgence. It begins on Ash Wednesday, which is 40 days (minus Sundays) before the Triduum.
So called because it invokes the ancient practice of covering oneself in ashes when in morning. Often it is accompanied by, "Thou art dust and to dust thou shalt return." As a side note: the ashes are generally from (at least in part), the palms of the previous Palm Sunday.
Well, "Mardi gras" means "Fat Tuesday" in French, so there's that.
Fats and fatty foods are often given up for Lent (at one point abstaining from all meat was a requirement), but fat will go rancid if it is left out for all of Lent. So, instead of letting it go to waste, it would be used for cooking. Often this would mean that there would be a rich supper immediately before Ash Wednesday.
It is called, "Carnevale" because that, originally, was "Carne vale," which means, roughly, "without meat." I believe the relationship with "Fat Tuesday" would be obvious (for more ways of saying the same thing, look up Shrove Tuesday).
Unfortunately, with the rise of secularism, this tradition became bloated and corrupt, and eventually lead to the depravities which can be seen in New Orleans.
We all know what Easter is... I hope. It is the Teutonic name for an ancient pagan festival, brought to mean the celebration of the resurrection of Christ, apparently because the German speakers were too lazy to use the word pasch, which is what it is called in basically every other language on earth.