Etym: Possibly the first element is as in a wad of gum... no idea otherwise.
Waffling, Adalbert: Author of Magical Theory.
Etym: No etymology.
Wagga Wagga Werewolf: A beast that Lockhart claimed to have cured with the Homorphus Charm. Wagga Wagga is a city in Australia.
Wailing Widow (CoS ch. 8): A ghost from Kent who came to Nearly Headless Nick's 500th deathday celebration.
Walden Macnair: Etym: From Old English wealh "foreigner, Briton, serf" + denu "valley".
wands: An essential tool for a wizard, used in nearly all magic (a notable exception being potions). Wands have four distinguishing characteristics: length, flexibility, the material used in the core, and the wood used for the exterior.
Wand cores are taken from magical animals or beings: phoenix feathers, unicorn hairs, veela hairs, and dragon heartstrings have been mentioned so far. The core determines the "identity" of the wand. The significance of the wood used and the flexibility of the wand are not clear, but it appears to affect the type of magic it is best suited for. This lexicographer hesitates to offer a hypothesis on the significance of wand length.
Wanderings with Werewolves: One of Gilderoy Lockhart's books.
Warbeck, Celestina (CoS ch. 3): The Singing Sorceress, as featured on Witching Hour.
Etym: No name etymology found, but this was the name of a piano manufacturer. There is also a British musician and composer named Stephen Warbeck.
Warlocks' Convention: Some kind of rule-making body or event. One in 1709 outlawed dragon breeding.
Warrington (PoA ch. 15): A Chaser on the Slytherin Quidditch team.
Etym: From a town in Lancashire, from Old English Woeringtun, "settlement by a weir".
Weasley, Arthur [Wesseley]: The head of the Weasley clan; Ron's father.
Etym: Variation of the Russian patronymic Veselov, from a nickname meaning "cheerful".
Weasley, Bill: The oldest of the Weasley children. He became Head Boy during his time at Hogwarts and is now a curse-breaker for Gringotts.
Weasley, Charlie: Second-oldest of the Weasley children, he became captain of the Gryffindor Quidditch team when he was a student. Now, he is studying dragons in Romania.
Etym: See above.
Weasley, Fred and George: Twins, 2 years ahead of than Harry and Ron, and Beaters on the Gryffindor Quidditch team. Now armed with the 1000 Galleons Harry won in the Triwizard Tournament, they plan to start a company called Weasley's Wizard Wheezes.
Etym: See above.
Weasley, Ginny: Ron's sister, a year younger than him and Harry, and also a Gryffindor.
Etym: See above.
Weasley, Molly: Ron's long-suffering mother.
Etym: See above.
Weasley, Percy: One of Ron's older brothers, he became a prefect in Harry's first year and Head Boy in Harry's third. Noted for being fussy, rule-oriented, and in many other ways being the Arnold Rimmer of his class, he now works for the Department of International Magical Cooperation.
Etym: See above.
Weasley, Ron: Harry's best friend, a Gryffindor in the same year; the perfect sidekick in that he has no existence worth noting outside Harry's presence. Wand: 14", willow and unicorn hair.
Etym: See above.
Weasley's Wizard Wheezes: The company Fred and George Weasley plan to form to manufacture their joke products and spread evil and misery across the world. Er, I mean laughter and merriment. Of course.
Weird Sisters (GoF ch. 22): A band which does music in some sort of Celtic vein.
Weird Wizarding Dilemmas and Their Solutions: A book in the Hogwarts library.
Wendelin the Weird (PoA ch. 1): A witch who was burned 47 times in various guises.
Etym: From gwen, "fair".
werewolf: So far the werewolves here appear to be the standard Western model, infected by another werewolf and turning into an unthinking man-eater when a full moon is above the horizon. A partial antidote to lycanthropy exists in the Wolfsbane Potion.
Werewolf Code of Conduct: Enacted in 1637, the specifics have not been given.
Where There's a Wand, There's a Way: A book in the Hogwarts library.
Whitby, Kevin (GoF ch. 12): A Hufflepuff, 3 years behind Harry.
Etym: From one of two places of the same name, in Yorkshire and Cheshire.
Which Broomstick: The definitive reference on all brands of broom.
Whizzing Worms: Something available in Hogsmeade; probably from Dervish and Banges.
Whomping Willow: A magical tree growing on the Hogwarts grounds which has an urge to batter anyone and anything in its reach, though it can be temporarily paralyzed by touching a certain spot on its trunk. This particular one was planted to guard the secret passage from Hogwarts to the Shrieking Shack.
Wilkes (GoF ch. 27): A Death Eater, killed before Voldemort's fall.
Etym: From a medieval given name related to William. EA mentions a John Wilkes (1727-1797), an English reformist politician, rake, and wit.
willow: Any shrub or tree of the genus Salix, grown variously for ornament, shade, or timber. Willow bark is the source for salicin, the parent of a whole set of pain relievers.
Wimbourne Wasps: The team Ludo Bagman played for professionally. Wimbourne could be a misspelling for Wimborne, as in Wimborne Minster.
Wimple, Gilbert (GoF ch. 7): A wizard on the Committee on Experimental Charms who acquired a pair of horns somewhere along the way.
Etym: In addition to a head covering, wimple is a verb meaning to enfold or cover up.
Wingardium Leviosa: The incantation for a levitation charm.
Etym: From wing or something similar, and Latin levis, "light".
Winky: A house-elf once in the employ of Bartemius Crouch senior, set to guard Crouch junior and later dismissed by him. Last seen being sheltered by the Hogwarts house-elves.
Etym: Like winky is 19th/early 20th century abbreviation for like winking, i.e., very fast.
Witching Hour: A wizard radio program.
Witch Weekly: A weekly publication focusing on soft news; something along the lines of People for wizards.
Wizarding Wireless Network: A wizard radio network.
Wolfsbane Potion: A potion which can cancel the mental effects of a werewolf's transformation, allowing them to remain sane. Rendered ineffective by the addition of sugar.
Wood, Oliver: The former Keeper and captain of the Gryffindor Quidditch team, now a reserve player for Puddlemere United.
Etym: What it sounds like.
Wormtail: Peter Pettigrew's nickname among James Potter's gang.
wormwood: Artemisia Absinthium, used as a tonic and vermifuge. One of the ingredients of the Draught of Living Death.
Wronski Defensive Feint: A Quidditch move in which a Seeker pretends to have seen the Golden Snitch, making the other team's Seeker follow and possibly causing them harm.
Etym: Russian patronymic from a nickname meaning "crow". Jósef Maria Wronski (1778-1853) was a Polish mathematician and philosopher.
WWN: The Wizarding Wireless Network, with intimations of the BBC.