thomq: I understand RPG in this sense means role-playing game. I think JRPG is referring to Japanese, but to a specific cultural theme that's become common in games.
What's CRGP and WRPG?
JRPG and WRPG are different styles of RPGs; JRPGs are the style that became popular among developers in Japan, while WRPGs are those that became popular in the US. Some other characteristics of these styles of RPG are as follows:
JRPG: Tends to have simpler gameplay. Combat typically does not emphasize character positioning, for example. Mechanics like weapon/armor durability are scarce in this style of RPG. These RPGs tend to be fairly linear, often with linear stories. This type of RPG does not try to simulate reality; you can't attack arbitrary characters, for example, and there typically isn't any stealing mechanic (except for stealing from enemies during combat). You typically do not have character creation in these games, and when you do, it tends to be fairly basic (the Dragon Quest 3 remakes have the most complex system of this type I have seen in a JRPG).
WRPG: Tends to have more complex gameplay, and be more complex in general. Combat tends to emphasize positioning more (except in early examples of this genre, which look more like JRPGs in terms of mechanical complexity, but there are still different). WRPGs are typically less linear than their JRPG couterparts; also, they tend to simulate reality more closely. Some WRPGs have mechanics like fatigue and hunger, for example, which you tend not to see in JRPGs. Also, it is typically possible to attack or steal from arbitrary characters, including random townspeople.
There are other differences as well. For example, in WRPGs, there is typically a rest command that lets you rest in hostile areas. JRPGs typically lack such an option, requiring that you return to town and go to an inn to rest. (Some JRPGs, particular more modern ones, will heal you when you reach a save point; many Final Fantasy games allow you to use items to rest, but only if you're on the world map or at a save point.) I also note that, in JRPGs, it's not unusual for it to be possible to cure the Dead condition (or the equivalent ailment) with rest; WRPGs typically don't allow it.
There's also the distinction regarding dropped items: WRPGs keep track of items you drop (to some degree), while JRPGs don't bother, instead making dropped items disappear altogether.
I note that the terms refer to style, not country of origin. For example, Undertale's RPG elements resemble those of a JRPG, while the SaGa series has elements (such as non-linearity and weapon durability) that are more commonly seen in WRPGs.
CRPG is a completely different term entirely; I use it specifically to refer to RPGs that are played on a computer, to contrast them to tabletop RPGs.