- JELLY: fruit juice and sugar, and with most manufacturers, lots of corn syrup too. The jelly is clear and firms up so that it holds some shape. But no fruit here. Some fruits don't make good jelly because they don't have enough pectin in them (see below).
- JAM: a blend of crushed fruit pieces and fruit puree. My mom used to make jam and skim off the frothy stuff that bubbled up to the top of the pot. She'd put that aside in a bowl, and when the froth subsided, we'd dip bread in the warm, jammy jam, and oh boy, was that good.
- PRESERVES: contain whole or large pieces of fruit. Generally thicker than jam or jelly. This is what I should have chosen and will select next time.
- MARMALADE: jelly plus shredded citrus peel.
- FRUIT BUTTER: (as in, apple butter) contains no butter. It's actually fruit pulp plus sugar, which in the case of apple butter, turns a kind of thickish yellow consistency that only looks like it might have butter in it.
The thing that makes all of these spreads hang together is pectin. Pectin is an undigestible carbohydrate (fiber, actually), contained in the cells of fruit. When you heat this with sugar and water, it makes a gel. This gel is essentially the base in which the jammy fruity goodness is suspended.
Sources:
Smuckers FAQs, the difference between jelly, jam, and preserves
How Stuff Works, the difference between jelly, jam, and preserves (and what exactly is Jell-O?)
How Stuff Works, How Food Works (pectin)
How to Make Jam, Jelly, and Preserves