I'm a little confused about what some of the icons signify and what they mean, as I can't immediately see what makes them different.
So a grey cube is a regular GameObject, and a blue cube is a Prefab. But what is a blue cube with a document icon on it? From my search, the forums say it's a "Model Prefab" (https://forum.unity.com/threads/new-icons-in-hierarchy.554368/), but I'm not exactly sure how that's different than a regular Prefab and why one would be used over the other. The forum post also mentions "Prefab Variant".
For Model Prefabs, some of the Components have a little plus sign on them. Not sure what that's about either:
I couldn't figure out why the GameManager C# script has a different icon than other scripts:
The empty white looking cube is usually a game object. Sometimes you can create an empty prefab and it'll appear that way as well.
The blue cube with a file icon is a model prefab as you mentioned. Anytime you import any 3d meshes it'll have this icon. It's technically a prefab, but you can't modify the original within Unity.
The solid blue cube is an icon for a prefab. Prefab variants are slightly different, and I believe it has a "V" icon in the middle with the blue cube behind it.
The plus icons denote a change made to a prefab. So if you added a component to a prefab, it'll let you know that you've made that specific addition to the prefab. So as an example, this prefab has not been touched:
If I add a box collider to it, it now has a plus icon next to the component icon:
If you click Overrides in the top right in the inspector panel. It'll allow you to make changes to that prefab and displays a list of changes made (with the plus icon as well):
As far as the gear icon, this always appears when you create a script called GameManager. It's something that has been in Unity for quite a while. It doesn't really do anything as it's just a visual icon. I believe it originates from something Unity built in the back end that has a similar name and they used that icon for it.