Consonant

Coronal consonants are made by constricting the vocal tract between the tip or front part of the tongue and the teeth (dentals - such as English 'th' sounds), right behind the teeth on the alveolar ridge (alveolars), touching the back of the ridge (postalveolars - 'ch' and 'sh'), or just behind the ridge (retroflexes - similar to English 'r'). /t/, /d/, /n/, /s/ and /z/ are coronal consonants, alveolar in particular.

Dorsal consonants are made by placing the tongue behind the alveolar ridge on the hard palate (middle part of the mouth's roof) (palatals), on the soft palate (back of roof) (velars), or at the uvula (uvulars). /k/, /g/, /x/, /ɣ/, and /c/ are dorsal consonants.

Radical consonants are made by placing the root of the tongue (back of the tongue) against the pharynx (pharyngeal) or with the aryepiglottic folds against the epiglottis (epiglottal). /ʕ/, /ʜ/ and /ʡ/ are radical consonants.

Glottal consonants are made by the glottis. /ʔ/ and /h/ are glottal consonants.

There are some consonants that have two places of articulation, such as /w/, which is both velar and bilabial. Affricates are plosives that transform into fricatives after the constriction is released.

Clicks, implosives, and ejectives are other types of consonants that aren't made by blowing air through a place of articulation.

Consonant Systems
Natural languages follow several patterns in consonant systems which are important to consider when trying to create a naturalistic conlang.

Voiceless stops, such as /p/, /t/, and /k/, are by far the most common sounds. Nasals, especially /n/ and /m/, are also very common. However, some natural languages lack a few of these sounds.

/s/ is the most common fricative; the glides /j/ and /w/ are also incredibly common. Many languages have /l/ and/or some rhotic consonant as well.

After these basic consonants, the directions in which a language expands vary; more placements of articulation (adding uvular /q/, the palatal affricate /tʃ/, or a glottal stop), more fricatives (/h/ and /ʃ/ are common), or phonemic voicing (most likely of just the stops - /b/ and /p/).

Sounds that are more rare in the world's languages are voiced dorsals (/g/, /ɣ/, etc), uvular and radical sounds in general (except /h/ and glottal stop), voiced fricatives (/v/, /z/), dental fricatives (/θ/, /ð/), retroflex sounds, and palatal stops.

Some consonants, while not particularly uncommon on their own, are unlikely to occur together in a language; for instance, while bilabial and labiodental fricatives (ɸ β vs f v) are both fairly common, only a few languages have fricatives in both places, since they are similar sounds that are easy to confuse.