Washes we've discussed before - it's a high-viscosity medium that allows its pigment to flow into the recesses and low points of your model, adding shadow to the nooks and crannies.
Weathering is adding visual texture to a model to make it look old and well, weathered. This is a common technique used on vehicles and terrain to make them look rundown and battle worn. It's often achieved through a combination of washes and dry brushing to give it a dirty, rusty, battered look.
Wet blending is another technique, similar to layering and glazing, used to create a transition between two colours on your model. In wet blending, the two colours are added quickly side by side on the model, and then mixed and blended together while they're still wet. It's a bit trickier than some of the other blending techniques, as it requires speed as well as precision to pull off.
A wet palette is a very useful tool for painting miniatures. Most of you are familiar with a standard painter's palette used to hold and mix paint - usually they're made of plastic, glass, ceramic, even wood or cardboard, really anything will do. The problem with mini painting is that you're using such small amounts of paint, they very rapidly dry out, often in the middle of painting. To mitigate this, a wet palette can be used.
Basically a wet palette is a damp sponge with a water-permeable sheet on top (parchment paper for baking works great for this). You mix your paints on top if the sheet, and the water from the sponge soaks through just enough to keep your paints wet and usable longer. It also has the added bonus of automatically thinning your paints. You can buy wet palettes or make them yourself quite easily, and they usually come with a lid so you can close up your paint and keep the wet and usable for up to several days.
Warhammer is a tabletop wargame made by Games Workshop. It's probably the most famous and popular miniature game in the world, but I have never played it so I know little about it. In it, two or more players pit their armies of tiny warriors against each other on a battlefield. Each players makes a team of equal points, where each little soldier on the field is worth varying numbers of points depending on how powerful they are. (A basic Space Marine is worth 13 points, while a tank is worth over 200). Armies are comprised of numerous factions, each with their own strengths and weaknesses and backstory flavour.
There are a ton of rules as to the various stats and abilities of each unit, and Games Workshop is very particular about using only official Warhammer rules and minis. Because of this and because you have to assemble and paint all your figures, Warhammer is an expensive hobby to get into. The current estimate for your first army plus the supplies to make them is going to run at least $400, and I've seen plenty of people say that its realistically twice that amount. Just for one player to start playing (your opponent will have to invest a comparable amount). Its kind of nuts really, but Warhammer certainly has its fanatics, and it's because of that strong fanbase that it remains the most successful wargame in the world.