“Material” is a collective term for parameters that represents visual aspects of an object’s surface qualities. In Unity, you can dynamically set the materials of the object.
“Mecanim” refers to a system that has been integrated into Unity since Unity 4.0 to control character animations. Mecanim automatically recognizes the structure of character animation, even though the data has not been created with Unity, and use it as data for Unity. With Mecanim, animations can be handled more intuitively than it used to be with the conventional animation mechanism.
“Meshes” refer to a set of surface (triangles, rectangles) that make up a 3D model. They are called “Meshes” as they look like ones.