OK…here goes:
A “grace note” is a short note that is sounded right before the note you’re aiming for. If done correctly, it occupies no time in the measure, and sounds kind of like a little “blip” or “chirp” before the main note.
If a grace note is played above the target note, it’s called a “cut.” For example, if you want to play G, you would sound A briefly before snapping down the finger to play G. Cuts are used to articulate notes, to separate two notes of the same pitch and to emphasize notes.
A “double cut” is the same thing, only you have two grace notes, one being the target note. So to play a double cut on G, you’d play G very briefly, lift the bottom finger to play A, then go back to G…all very quickly, so the note doesn’t occupy any more time than it normally would.
A “tap” is the same as a cut, only it’s a grace note played BELOW the main note. So if you wanted to play G, you’d finger F# first, then lift the finger quickly to sound the G (or if you wanted to separate two notes of the same pitch with a tap, you’d play the main note, drop the next lowest finger down briefly, then go directly back to the main note).
A “slide” involves sliding up to the note you want from the next lowest hole. So if you want to play G with a slide, you’d finger F, and then slowly draw the F finger across the hole, so you “slide” up to G.
A “Roll” is a very Irish way of ornamenting a note…you’ll hear it a lot in Irish music. Basically, it involves playing a note, quickly cutting it, back to the main note, then quickly tapping it. All this happens very quickly…it almost sounds like the note “rattles.” 
“Crans” are similar, but they involve three successive cuts on the note, descending in the scale. I’ve never been able to get crans to work for me, but then, I’m still hit or miss on rolls!
A really, really good web site for the basics is Brother Steve’s Tin Whistle Pages: http://www.rogermillington.com/siamsa/brosteve/ . You’ll also want to do a lot of listening…it’s a lot harder to describe these things in print than it is to demonstrate them, and if you listen to good whistle recordings, you’ll hear them a lot. I love Joanie Madden’s “Song of the Irish Whistle”…not only do you hear just how lovely the whistle can be from someone who plays beautifully, you’ll also hear just about every ornament available and get a feel for how they can be used.
Redwolf