Oedipus Complex/Electra Complex: According to Freud, during the phallic stage boys experience an Oedipus complex where they have unconscious sexual desires for their mother and see their father as a rival. For girls it's called Electra complex.
Gender Identity: This refers to one's sense of being male or female. During the phallic stage, children start recognizing this aspect of themselves.
Castration Anxiety/Penis Envy: These are terms used by Freud to describe feelings experienced by boys (fear of losing penis) and girls (desire for a penis) respectively during the phallic stage.