This comes up all the time and since it's part of my life in a way it never has been in the past, or likely will be in the future since almost no Muslim countries have a dress code for women, I'll do a refresher. I tried to find a website to link to that explained everything, but none seemed quite right- they only covered a couple of things, or weren't accurate, or tried to protray non-compulsory clothing as required. You can try Wikipedia though. https://en.m.wikipedia.org/wiki/List_of_types_of_sartorial_hijab
First, there is no universally required piece of clothing required for all Muslim women. The hijab (headscarf, basically, although hijab means "covering" so it doesn't just include head coverings even though it's usually used that way) for women comes closest, and a reasonable number of Muslims think it is required, but there are many Muslim women who don't wear it, or only wear it when they are older, or wear it after going on the Hajj, etc. I also know Muslim families where the older generation doesn't wear it but younger ones do. In Saudi Arabia the vast majority of hijabs are black, but I do see some expats, especially Filipinas, wearing other colors. I bought an abaya yesterday and the salesman clearly didn't agree when I told him that I already had a hijab and didn't need another one. So now I have a black Saudi hijab to add to my collection. I don't know that I'll ever wear it here.
A niqab is the face covering with a slit for the eyes. Only a small minority of Muslims think it is required, although a very large majority of those that do live here in Saudi Arabia. I see niqabis all the time, every day, everywhere, unless I'm in a place that's just for expats (especially Filipinas). There's also a bushiyya which completely covers the face with mesh or sheer fabric. I very rarely see that, including here.
Here in Saudi, abayas are pretty much mandatory. They're not absolutely required, but you'll stick out quite a bit without one (even in a car, sometimes, although I've certainly ridden in cars without one because what is anyone going to do?) so most women just wear one because part of the point is to not stand out. Abayas are long, black robes and do not include a head or face covering. Some pull over your head, others snap up the front which makes them easier to take off. They don't technically have to be black, but again, there's the sticking out part. Obviously this is a cultural piece of clothing here since an abaya in Saudi does not mean the wearer is Muslim.
Burqas are another regional piece of clothing from Afghanistan, Pakistan, and northern India. A similar outfit called a paranja (they were made of horsehair and were heavy) used to be worn in Central Asia until the Soviets thankfully banned them. Burqas usually completely cover a person, head to toe, although some might allow a slit for the eyes. If you're talking about a burqa, you're talking about the robe and head covering so it is different from an abaya which is only the robe.
The chador is traditional in Iran and covers everything but the face.
A dupatta is an Indian and Pakistani scarf that is very much part of the culture for many people from that region. I see them for sale here.