Have a look at this FAQ article. (It is a link to a post rendered as a preview. Click the link or the arrow in the top right corner to see the full post)
Since kicad 5 courtyard violations are checked. Courtyard should represent the space needed to place and rework the device. So it includes the body, pads and some additional space depending on your needs. (For handsoldering you would need more place then for reflow soldering. You need less place if you do not plan to rework anything.)
The grid origin is used for displaying the grid. One typically changes it quite often during the design of a footprint. (It is controlled via the menu view->grid setings or via the place grid origin tool in the right toolbar) For a showcase of the workflow for designing a footprint have a look at this FAQ article of mine: Tutorial: How to make a footprint in KiCad 5.1.x?
The coordinate origin is fixed. (In all kicad tools) This means any properties dialog where you see coordinates references this fixed coordinate origin.
The anchor allows you to design your device around the coordinate origin while still allowing you to move the origin for the pick and place machine to a particular place. (This makes designing parts easier for people who need to define the pick and place origin.) By default the coordinate origin and the anchor are the same.
Typically one would design through hole devices with pin 1 at the coordinate origin whereas surface mount devices use the body center as the coordinate origin.