OK. If, as you said in your comment, you really need to know, I'll have a go at explaining some differences, from a British perspective. But, as I've already said, you will never need to use ANY of them, apart from the neutral phrase 'young woman'. Lass/Lassie - An informal/dialect word for young woman or girl which is still used in the north of England and Scotland. You may also see it in old texts and folk songs. Maid/Maiden - An archaic word for a girl or unmarried woman. You may see it in old texts and folk songs, but it is never used with this meaning in modern English. Occasionally you come across the old-fashioned phrases 'old maid' for a mature woman for who has never married, or 'maiden aunt' for the unmarried sister of a parent. In modern English, 'maid' means a domestic servant. Miss - This used to be a form of address, like 'Sir' or 'Madam', which was used to young women. For example, in the past, a customer in a cafe might address a young waitress as 'Miss'. This is rarely used these days. In some schools, pupils address female teachers as 'Miss', regardless of their age or marital status. This is also falling out of use. Filly - A filly is a young female horse. In the past, it was acceptable for older men to refer to attractive young women in this way. It is no longer acceptable to use objectifying and sexist language such as this. Colleen - This is an Irish word for a girl. It is also a name. Mademoiselle - This is the French version of 'Miss' (see above). It isn't used in English-speaking countries.

Apart from 'young woman', which is a normal, neutral, everyday term, you should not waste your time on any of these expressions. Some are archaic (such as maid and maiden), others are regional (such as colleen), while others are just plain sexist (such as filly). A young woman is a young woman. You can FORGET all the others. You are unlikely ever to hear any of them said and you will NEVER need to use any of them. It is much more useful to learn English from examples of real everyday language, rather than from dictionaries and lists of useless words.