What is the difference between beer, wine, liquor, alcohol, brandy, whiskey, rum, vodka, bourbon, stout, scotch, feni, champagne, tequila and gin?

For starters, beer, wine, brandy, whiskey, rum, vodka, bourbon, stout, scotch, feni, champagne, tequila, gin are alcoholic beverages which mean they contain significant amount of the alcohol ethanol (ethyl alcohol). I presume you want to know the difference between all these types of alcoholic beverages (or drinks, as they are called colloquially).

All alcoholic beverages are prepared by fermentation of grains, grain mash (grain mixture), fruits, sugar, molasses and similar products. 

Those alcoholic beverages which are prepared by distillation of the fermented product are know as liquor or spirits or distilled beverages. Alcoholic beverages are broadly classified as Wine, Beer and Distilled Beverages.

Coming to each different type of alcohol named in the question, the basic difference is the raw product which is fermented to get the alcohol.

• Beer is made by fermenting starch sugars obtained from malted barley and malted wheat grains.
  Stout is a type of beer, dark in colour which is made from roasted barley fermentation. Usually hops is added to beers to achieve the sharp bitter taste.
• Wine is made by fermenting grapes primarily and sometimes fruits (for fruit wine)
  Champagne is sparkling wine made from grapes which is obtained by secondary fermentation that gives the fizz to it (and hence 'sparkling'). It originates from a region in France called Champagne and hence the name.
• Brandy is typically prepared by distilling wine. (Distillation means separating the constituents of a liquid mixture by evaporation and condensation).
• Whiskey is made by distilling the fermented grain mash or grain mixture (typically can contain barley, wheat, rye).
  

• Bourbon is an American whiskey variety which is distilled from corn grain and aged in barrels (Source: Bourbon whiskey). Jim Beam is an example of bourbon whiskey. Most of the bourbon producers being located in Tennessee in America, some of the bourbon varieties have come to be known as Tennessee whiseky. Jack Daniels is a Tennessee whiskey.

• Scotch is a whiskey made in Scotland from which it gets the name. Scotch whiskey may be malt whiskey (raw product: malted barley) and grain whiskey (raw product: grains like wheat, rye, corn apart from malted barley, if any). Scotch whiskey may be single malt (Glenmorangie), blended (Chivas Regal), single grain and blended grain.
• Rum is a distilled beverage prepared by distilling byproducts from sugarcane plant like sugarcane molasses or sometimes sugarcane juice itself.
• Vodka is traditionally prepared by distilling starch or sugars from grains (rye, wheat, corn) and also potatoes. However some varieties of vodka are made from fruits, molasses and even plain crystallised sugar fermented by yeast.
• Gin is a distilled spirit which derives its distinctive flavour from juniper berries. Gin is distilled from grain mash and then distilled again with botanicals and juniper berries. Sometimes flavouring is added to the distillate to get the gin flavour.
• Feni is a local liquor made in the state of Goa, India from cashews and coconuts. The raw product decides whether it is a cashew feni or a coconut feni.
  
  Last but hardly the least..Tequila!
  
  Tequila is distilled beverage originating from Mexico. It is made from the fermented blue agave plant which is grown exclusively in Mexico. It typically has an alcohol content between 33% and 51% (Source: Tequila). Popularly Tequila shots are taken with a slice of lime and a pinch of salt. Tequila is also the base for many cocktails like Tequila sunrise and Margarita.