Construct is the name given to a non-living thing that has been given life. They can be natural or artificial.
Golems are sentient entities that are typically made to defend something, whether this be a person, location or object. Golems have been declining in use, except by lower-tiered mages and royalty.
Elementals are sapient, primordial beings, typically made of one type of magic, entirely. Depending on their level of control over said magic and their overall Mana count, they're placed into certain categories.
While also being the overarching name, it also classifies the lowest tier of Elemental. Base tier Elementals are often made by accident. Typically, a medium magical event will create them, as a side effect. Most Elementals will take on a humanoid shape. Also, most Elementals consist of anywhere from 500 to 5000 Mana, on average.
Titans are the second tier of elemental, and a large jump in power. Titans represent their magic in a more pure form. They typically begin to stray from the humanoid shape, at this point, although, not entirely. They instead take a form that better suits their magic type. Most Titans consist of anywhere from the upper limit of a lesser Elemental to about 100,000 Mana, on average.
Colossi are immensely powerful Elementals, often able to operate outside of the safety net of a Realm, and into the surrounding Void. While almost all varieties of Colossi take on non-humanoid forms, some will retain said shape. Colossi possess terrible skills associated with their magic, and employ them to grow their power, much like their previous tiers. Simply by existing, A Colossus is classified as, at the least, as a Minor God or Demigod. Colossi are rarely born into that power. They usually just progress from the lower tiers. For most, Colossus is the end of the road. They're typically in a range from the upper limit of Titans, to a few million Mana. To date, we've yet to get accurate calculations on exactly how much, but we know it's under 10 million.