Brown- Regular Classic Goombas. Once you stomp them they're done.

Teal- Miner Goombas. You can't stomp them but you still can take them out with a shell or a projectile. They can also be a source of light!

Gray- Skull Goombas. The skulls don't actually belong to them, but to Goombrats, which are a totally different thing. You jump on them twice.

Light Brown- Paragoombas. They are the Female variants who are often seen with the Nymphs following them.

Little ones- The Nymphs in question. You can't stomp them and if you touch them in general, they start walking all around you limiting your movements until you either shake them off or they get tired themselves.