Definitions of terms

GNU: Stands for Gnus Not Unix
The two operating systems have been confused in the past so with this operating system they specifically named it that way so as to not link the two. This software is non-proprietary and free and the only restriction is that you cannot limit the distribution of it.
Source : Webopedia

Free software:
This refers to software being simply that free. But it takes it a step beyond that too. If you go out and buy Windows XP you will not be able to decode every little bit of it. There will be certain parts that are owned by the company and they don't want you to know about it. Free software apparently takes a different more educated approach. These are the basic principles behind free software.
The freedom to run the program, for any purpose.
The freedom to study how the program works, and adapt it to your needs.
The freedom to redistribute copies so you can help your neighbor.
The freedom to improve the program, and release your improvements to the public, so that the whole community benefits.
Source: FSFE

Copyleft: Richard Stallman is the father of Copyleft. This term refers to free software in that it has to have a General Public License included with every copy. This seems to be exactly like Free software. You must not inhibit the sharing of free knowledge.
Source: Copyleft

OpenSource:

This term refers to code that is free to all. This allows everyone to not only see all the code but they are also allowed to change it. This is something that Microsoft definitely does not allows to do. What I think is interesting about this is that it forces you to learn about programming. But also it allows everyone easy access to code of a program.
Source: Open Source Definition