Pentium, Celeron, core etc are all names given to different CPU families. The performance associated with those names tend to improve with each new version of the each family.
1155, 2011 etc are Intel Socket names. They are compatable with different generations of different families of CPU's the last two generations of i series CPU's work in the 1155 socket. I think the first generation use different socket.
AMD: Phenom, FX etc are examples of AMD CPU family names.
AM3+, AM3, AM2 etc are AMD sockets.
Different Socets work with different families of CPU, however AMD does a decent job of providing some "overlap". If you have an AM2+ board it will probably be compatible with both AM2 CPU's and the next generation after, with a simple BIOS update. (That's the + part)
So when they talk about the socket, like 1155, or AM3+ do same "names" fit under each?
if the i7's were 2011, would core 2 quads fit the 2011?
If the Phenom 2's were AM3, would any athlon fit the same socket?
After a while you start to remember what goes with what, but you don't have to memorize this stuff. When looking at a CPU you are interested in, the socket it goes in is usually listed with the other specs.