Probably brick and/or concrete. In the UK and much of Europe houses are mostly made from brick. I believe the same is true in large parts of South America, Asia, Africa.
There is. In the UK it's typically called plasterboard. I think the original commenter was trying to make the point that bricks are almost exclusively used for the outside, whereas in the US it seems to depend on the location. I've seen lots of brick houses on the East Coast but in the Midwest it seems a lot of houses are wooden on the outside.
Outer walls generally consist of a layer of cheap bricks or concrete on the inside (made flat with stucco), nice looking bricks on the outside, with isolation foam in the middle.
Load bearing inner walls consist of cheap bricks or concrete. Other inner walls are usually gypsum.
Standard is plaster applied directly to bricks / blocks for external walls and then plasterboard used for internal walls. Increasingly plasterboard is used for all walls.
Bricks, concrete, depends on the era when the building was built (i'm talking about single houses).
For apartment buildings, most built during the socialist era, reinforced concrete was used everywhere, even for internal walls, so drilling between rooms to pull an ethernet cable through was a pain in the ass.