"You got a new car? I'm so jealous!"
Not so fast: I'm inclined to say that you're actually envious. What's the difference between jealousy and envy? Well, these two words are often used interchangeably, but a more proper reckoning of their respective definitions would be that envy refers to coveting what one doesn't have, whereas jealousy refers more to a greedy possessiveness about what one already has.
In simple terms: you're envious of what you don't have; you're jealous of what you do have.
1. A jealous husband won't let his wife talk with other men.
2. The dragon jealously guards its treasure.
3. When Martha saw her friend's new car, she became envious and wanted one of her own.
4. Brian envied his best friend's successful acting career.
Standard dictionaries don't necessarily support the above distinction, which is why I noted that the words and concepts are often used interchangeably. But see this entry for some philosophical support for the distinction I make. I think I'm on solid ground.
Two other words that are often used interchangeably are personality and character. I tend to think of personality as superficial and external, whereas character refers to something more profound and internal. A smiling politician might have a very pleasant personality, yet be of bad character. Conversely, an army drill sergeant might have a nasty personality, yet be of sterling character. There's certainly some overlap between these two words; to call someone "nice," for example, may be to say something about that person's personality (s/he appears kind) or about his/her character (s/he actually is kind). but you can't go wrong if you think of character as deeper than personality.
Other words to think about:
stingy vs. greedy
frugal vs. stingy
injure vs. harm vs. hurt
See whether you can tease out the differences between and among the above words.