Hi Kerry, I will try to answer with the best of my knowledge.
The UV is a planification of a surface area in a way you can use 2D images to give it more detais. You are right with the the close atention with the Mark Seam, as it cam become obvious depending where you put it in the model.
the texture can be a image and Belnder accept a range of formats, PNG, JPG, EXR, and others. But Blender can handle Generated Textures as well. Noise, Clouds, Wood, Musgrave are exemples and they can be used independent of the UV. The image texture can be used independent as well, but it usually don’t make much sense visualy for humans.
the Shade, i think, is how the computer interprets, calculates, make magic… between the light and the object. it can, or not, have a texture in it.
PBR is a “realistic shade”? belnder guru have a long tutorial on how to make a PBR shader using nodes, but it become obsolete with the new PBR shading. it is still usefull to learn how it works.
Baking… there is a lot of Baking in Blender. generically it is to transform something Blender has to calculate every time in something “static” so it doesn’t have to recalculate the same thing every time. it make renders faster and use less memory.
Baking textures: it transform some randomlly generated texture like noise or voronoi, usually a big mixture of it, in an 2D image so Blender don’t need to recalculate it every time. it is good if you want to make a terrain displacement, for exemple. it has others uses, but its limitation is that you cannot easilly animate it. animate an ocean displacement is an exemple.
I hope it help.