Max Level
It is maximum level of skill acquirable without items. It varies between 6 and 16.
Ultimate Level
It is maximum acquirable skill level. Due to item bonus one can obtain skill level 4 higher than skill Maximum Level.
Skill Type
Active Skill - one must intentionally use such skill to invoke its effects. These effects are instant, but may have duration components.
Passive Skill - such skill provides benefits all the time. If one meet the specified criteria ( using right type of damage, etc. ) the skill works automatically. It may have chance to proc or be a permanent bonus.
Modifier - it is specific type of Passive Skill which works only with conjuction with its base skill. Few of such skills provide smaller passive benefits without necessity of using their base skills ( Nightshade +X% Poison Damege component work without Envenom Weapon, etc. )
Sustained Skill - once activated this skill remain in effect until one turn it off or run out of mana. Such skills have may lock some of one's maximum Energy or have Energy per Second cost. They usually have some sort of radius component.
Cooldown
Some skills cannot be used as frequently as desired - they have cooldown - time period after recent usage when skill is unusable. One is free to use other skills, while one of them is on cooldown.
Associated Skills
I do not know.