One way to explore the meanings of these terms is to consult a good dictionary (one with etymologies, or word histories) or a similar online research, such as the Online Etymology Dictionary.
The entries in the Online Etymology Dictionary may take a little work to understand at first, but they're often very illuminating. Here's the entry for the word "chivalry":
chivalry late 13c., from O.Fr. chevalerie "knighthood, chivalry, nobility, cavalry, art of war," from chevaler "knight," from M.L. caballarius "horseman," from L. caballus (see cavalier). From "mounted knight," meaning stretched 14c. to "courtly behavior."
You can see that the word enterd English from French in the late 13th century. The Old French word meant "knighthood, nobility, cavalry, art of war," which demonstrates a strong connection between high social status, horseback riding, and military strategy or prowess. "Chivalry" seems to refer to a military leader (the one on horseback) and not to refer to just anyone fighting in a war (the common footsoldier).
The Online Etymology Dictionary entry ends with the phrase "meaning stretched 14c. to 'courtly behavior.'" In other words, the word's meaning, in the 14th century, slowly shifts away from horseback riding and military prowess to nonmilitary social settings (the "court") and to upper class codes of etiquette ("courtly behavior").
You may want to check out the word "hero" in the Online Etymology Dictionary. You'll see, for example, that it comes from a Greek word that means "demi-god" (or half-divine). In other words, the "hero" is someone who is more than the average human.
(If you're looking simply for a string of related words, use a thesaurus instead.)
I hope that these ideas get you started.