.Net is 14 years old now - if you don't know what it is by now you're probably not ever going to know. It's a cross platform runtime and a group of programming languages that run on it, just like Java.
The general idea of .NET as a platform is easy to understand. The naming of .NET Core, .NET Framework, ASP.NET, etc. and the difference between them is not.
My point is that it's just hard to understand what exactly one means when they're writing ".Net". Do they mean the entire framework, a specific library, the CLR, one language, etc. For whatever reason, the name has a very contextual meaning, and people use them interchangeably (".Net Core" is clearly specific though).
Not that they're alone. Adobe did worse with "Flex" since it could refer to the compiler, a framework, and an editor at one point until they decided to make it a bit more standardized.
Java JRE/SE/JDK... It's really not much more confusing than what others use, and as to what you need to install for something.
.Net core apps should be a portable application (portable as in the runtime is compiled in)... Yeah, it is a little confusing, and hopefully removing some of the separate terminology will help. A lot of what has changed, is that you will likely be developing .Net Core (or Xamarin apps) that will target a given platform for running in... Most of the rest should be cross-platform modules that install via nuget (platform/language package manager) and bundled with the application output.
> Java JRE/SE/JDK... It's really not much more confusing than what others use
That's not saying much; "Java" means so many different things it's enough to make your head spin. At least these days it isn't a stock ticker symbol any more.
Java is confusing too so being just like Java doesn't mean it's easy to understand. (Do I need the Java runtime environment, the SDK or the browser extensions to run this code?)
That's really only half of it; Java is also a programming language, a bytecode spec, and a binary executable that sometimes points to a JRE and sometimes refers to a JDK, depending on how you installed it. Arguably it's also now being used to refer to the API of the standard library too.
The naming is very confusing but it's better than the old name of ASP.NET 5. Source: I had to write about this for a book and it was a challenge to explain it clearly. :)