A class is the blueprint for creating objects in class-based object-oriented programming; you should learn the basics of OOP and understand what an object is, what a class is, what is inheritance, polymorphism, encapsulation before learning anything else about Java.
A package is a namespace; it let's you handle naming conflicts. It basically lets you have two classes named Employee, if they are in different packages.
module It probably refers to the way that Java libraries are distributed and used - JAR, WAR, EAR.
component Can be regarded as the base class of GUI in AWT (or JComponent in Swing) or can be seen as a type of EJB - a POJO (Plain Old Java Object) that meets some requirements; it is possible to have other meanings and depends on context.
container In enterprise application you obviously use some libraries and Java EE eventually; the thing about the Java EE library is that it only provides the API interface and not implementation. Then, the application you have written and built is deployed into a
container server which comes with the implementation of the Java EE API. There are two types of containers: web containers (only comes to implementation of web specific technologies) and full Java EE containers (comes with implementation of web and other Java EE technologies - naming services, persistence, transactions etc).
service There is no special meaning in Java. It may be related to web services which basically provide a high-level approach of Inter Process Communication over network.
platform There is no special meaning in Java; it can be seen as the underlying developing platform (Windows, Linux) or with the cloud trend it may refer to Platform-as-a-Service where the cloud provider comes with the infrastructure and other basic software (OS, database, container).