The Thymus: T cells have to go to the thymus, a school where they learn how to work properly. If they fail, they don't get spanked by angry parents, but they die. There are three categories: T cells who are good at identifying antigens, they become the killers. T cells who are good at activation, helpers. T cells who are good at nothing, the dead ones. The thymus weakens with age, though, and that is why old people have a weak immune system. Most of the thymus turns into useless fat.
The bone marrow: where B cells are educated. Very much like the T cells, just that they can only specialize in one thing: antibodies. Or being dead.
Lymph nodes: basically bunkers or places where the army, T cells, settle down for a while. These are part of the Lymphatic system, a system of excess fluid from leftover blood between cells, and waste. They are places where dendritic cells find the right T cells.