A blizzard is a winter storm where lots of snow falls during an extended period of time. Usually there are "whiteout" conditions, which means you can't see because everything looks white.
A Nor'Easter is a type of storm whose winds come from the northeast. Usually, it describes a storm that is just off the United States east coast, and whose winds bring severe cold, and a lot of snow.
St. Elmo's Fire is an electrical discharge caused by the ionization of the air during thunderstorms. In actuality, it's not a fire at all, it's a plasma.