The wicked (ungodly) רָשָׁע (rasha) generally refers to those who knows God to some extend but then denies God. They are proud, they are rebellious against God. They are more willing to challenge and test God than the mere fools. Psalm 10:11, 13.
The fools נָבָל (nabal) depicts those who are ignorant, who do not connect themselves to wisdom or things in life that matter. Those who do not seeking after important things. The useless. In their ignorance, they would regard God does not exist. Psalm 14:1.
The Heathen גֹּי (goy) are the foreign nations, the gentiles, who knows not nor seek after the true God.
Sinners חטּא (chatta) refers to those who breaks the law (missing the mark).
Scorners (mockers) ִלוּצ (lus) those who conduct verbal assault and judge unwisely.