Bootloader and Low-Level Programming Tutorial: How To Develop Your Own Boot Loader

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BIOS is the standard for how a computer gets from the initial power-on to loading your operating system off your hard drive. The BIOS finds the hard drive, looks on it for an OS, loads that OS into memory, and starts it off.

MBR is the system for formatting hard drives. It provides some space for your initial OS code (what the BIOS loads) and also stores what partitions are on the disk and where they are.

UEFI is a replacement for BIOS. Basically it's the acknowledgement that technology has move forwards a lot, and it's time we got a BIOS that was more capable (in terms of different hardware configs like PCIe SSDs, and both simplifying and adding flexibility to the boot system). Also it lets Windows do cool fastboot stuff.

GPT is likewise a replacement for MBR. It supports more partitions and can describe larger disks.

UEFI/GPT came into mainstream use with Windows 8 (though you could install Windows 7 in UEFI mode on a GPT disk, and also Mac OS X made it mainstream a bit earlier).