The Maker - God
Andraste - a prophet, believed to be spiritually married to the The Maker. She was killed and is treated as a Christ figure for her teachings
Chantry - church dedicated to Andraste
The Fade - demon world that mages deal with heavily
Darkspawn - basically orcs, the Chantry believes they were created by humans attempting to "conquer heaven", and they were punished for it.
The Blight - basically all the darkspawn coming together to serve and destroy under the rule of the Archdemon - a big dragon god
Grey Wardens - order formed for the express purpose of fighting the darkspawn and the archdemon. They are inducted by drinking darkspawn blood, but not everyone survives this process. Those that do become the Grey Wardens, as they now can "feel" the darkspawn and the Archdemon on an almost telepathic level.
The Circle of Magi - basically all mages are heavily looked down upon for being super dangerous, and the Circle more or less is an organization to "keep them in line" to serve society. They are monitored by the Templars who serve the Chantry.
Apostate - mages not part of the Circle, and are often treated as "rebels" or even criminals.
Blood Mages - mages who deal in blood magic which more or less means them heavily dealing with (or even controlled by) demons. Heavily forbidden against.
Antivan Crows - order of assassins-for-hire
Qunari - big horned dudes. Have been portrayed previously as very traditional/spiritual and not very friendly.
Dalish Elves - elves who still live in their own tribal society in the woods.
I think that's everything I remember about Dragon Age without getting into the names of every place and character in the series...
The Codex can be helpful for all the insane amounts of lore in this series.