The predicted value, represented as the Y with a hat, is Ys expected value at its observed X value for a given unit in the sample.

Remember: the "i" designates a unit in the sample.

The observed value, represented as the Y without a hat, is the value of Y we measured or collected for a given unit in the sample. 

The residual, represented as the e, is the difference between the observed value of Y and the predicted value of a Y for a given unit in the sample.

The beta or, in our case,  the regression coefficient is represented by the B. It represents the expected change in Y given a 1 unit increase in X.

The alpha or intercept is represented by the a and represents the expected value of Y when X is equal to 0.

Beta and Alpha are discussed more in the interpretation section.