Think of jambalaya as a distant relative of paella. It's got protein and vegetables (sometimes tomatoes, sometimes not), with rice and stock later simmered together or combined before serving. In contrast, gumbo — a mix of vegetables and meat or shellfish with thickened stock — is thinner and served as a soup alongside rice that's cooked separately.
Different from gumbo (which is considered a soup), étouffée's a main course, made of one type of shellfish (crawfish or shrimp, for instance) that's been smothered in a thick sauce and sometimes served ladled over rice. Don't confuse any of these, of course, with the city's historic Monday favorite: red beans and rice. Got all that?