England, Northern Ireland, Scotland and Wales are the United Kingdom countries.
Countries of the United Kingdom are the four parts of the UK: England, Northern Ireland, Scotland and Wales. If to add the Isle of Man and the Channel Islands here, we get the British Islands. This and the rest of Ireland make up British Isles.
The northern isles of Scotland are not part of Great Britain. That's because Great Britain is the name of that big island, it's a geographical term. They're separate islands, so obviously they have their own names. GB is technically a single land mass.
Britain is not the same as Great Britain. Sometimes people use the shorten name Britain instead of Great Britain to mean the same thing, but really Britain only refers to the kingdom of England and the principality of Wales.
England, Scotland and Wales are different countries, whereas Northern Ireland is described often as a province or region of the UK. A funny fact - for Americans the United Kingdom is otherwise known as "Not America".
The UK's full and official name is the "United Kingdom of Great Britain and Northern Ireland".
So you can live in the British Isles, the British Islands, the United Kingdom, Great Britain, and England - all at the same time!