HDD is simply a basic and mechanical hard disc drive, as opposed to ssd which is a flash memory hard drive (way faster, durable, but more expensive than a hdd)
For SATA and SAS, let's say that SAS is the enterprise version of SAS (but you can still connect a SATA drive to a SAS connector, but not the opposite) : https://www.pickaweb.co.uk/kb/difference-between-sata-sas-hard-drives/
SCSI is the ancestor of SAS, kind of the entreprise version of IDE, with better speed and capabilities.