I'm confused with the terminology. What is the difference between shell, console, and terminal?
In the linux world they can all look the same from the point of view of the user at the keyboard. The differences are in how they interact with each other.
The shell is the program which actually processes commands and returns output. Most shells also manage foreground and background processes, command history and command line editing. These features (and many more) are standard in
A terminal refers to a wrapper program which runs a shell. Decades ago, this was a physical device consisting of little more than a monitor and keyboard. As unix/linux systems added better multiprocessing and windowing systems, this terminal concept was abstracted into software. Now you have programs such as Gnome Terminal which launches a window in a Gnome windowing environment which will run a shell into which you can enter commands.
The console is a special sort of terminal. Historically, the console was a single keyboard and monitor plugged into a dedicated serial console port on a computer used for direct communication at a low level with the operating system. Modern linux systems provide virtual consoles. These are accessed through key combinations (e.g. Alt+F1 or Ctrl+Alt+F1; the function key numbers different consoles) which are handled at low levels of the linux operating system -- this means that there is no special service which needs to be installed and configured to run. Interacting with the console is also done using a shell program.
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A shell is a program that puts up a prompt and waits for you to type commands. It executes them and then prints another prompt. So, like CMD in Windows, or Bash in Unix. It can run in a terminal or on the console.
A console was originally a physical thing, a control panel. In computing terms it usually means the display that you see before the GUI starts up or after it finishes; you can sometimes switch to displaying it instead of the GUI. It's the place where the operating system prints error messages. On a multi-user computer, it's the display that's actually attached to the computer. Just to confuse you, on Windows it can also mean a window with a command shell in it, i.e. a terminal.
A terminal was also originally hardware, used to communicate with a computer. Nowadays it usually refers to a window with a command line (shell), which might appear in a GUI window or instead of a GUI.
There really isn't much difference. Way back when the "shell" was a program, the "terminal" was a frontend wrapper to this program, and the "console" was the physical connection to the computer (keyboard / screen).
There is a difference depending on what OS you're running. The "standard" shell is BASH, which is normally available on all flavors of Linux / Unix. Windows uses an entirely different shell.