Drag is a force going the opposite way of the motion the object is moving. It is caused by air resistance. A parachute is a good example of drag, as you fall the envelope catches air creating drag and slowing you down.
Force #2 - - - Thrust
Thrust is a force that propels something in the direction of the motion. When a propeller spins it makes thrust, moving the object in a certain direction.
Force #3 - - - Weight
Weight is a force that is the opposite of lift basically, when you drop something it will fall down to the ground, but depending on what you drop, it may drop slower of faster. It is caused by the gravitational pull, which controls weight.
Force #4 - - - Lift
Lift is a very powerful force that allows huge airplanes be able to actually fly! When a plane moves fast, the underside of the wing has high air pressure, and above the wing there is low pressure. The high pressure moves the wing higher into the low pressure, making lift.