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 older than Harry and Ron, who were the Beaters on the Gryffindor Quidditch team until being banned, and members of Dumbledore's Army until leaving school in a blaze of joke-firework glory. Now loosed on an unsuspecting world, they have formed a gag-manufacturing 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. The replacement Seeker on the Gryffindor Quidditch team when Harry was banned, and also a member of Dumbledore's Army.
Etym: See above.
Weasley, Molly: Ron's long-suffering mother.
Etym: See above.
Weasley, Percy Ignatius: One of Ron's older brothers, the Arnold Rimmer of his class (except for actually getting somewhere), now a junior assistant to the Minister of Magic.
Etym: See above.
Weasley, Ron: Harry's best friend, a Gryffindor in the same year; the perfect sidekick until their fifth year, when he has suddenly developed talents of his own, becoming the Keeper for the Gryffindor Quidditch team and also a prefect. Are independent interests going to be next?
Wand: 14", willow and unicorn hair.
Etym: See above.
Weasleys' Wildfire Whiz-Bangs (OotP ch. 28): The Weasleys' joke fireworks.
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.
Widdershins, Willy (OotP ch. 22): A prankster and spy of sorts who appears to have friends in high places.
Etym: From the English word, meaning a counter-clockwise rotation, associated with black magic.
Wilbert Slinkhard: Etym: From Germanic wil "will, desire" + berht "bright, famous".
Wilfred the Wistful (OotP ch. 14): A wizard commemorated with a statue at Hogwarts.
Etym: From Old English will "will" + frith "peace".
Wilhelmina Grubbly-Plank: Etym: Name of the queen of the Netherlands during World War II, a symbol of the Dutch resistance.
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.
Williamson (OotP ch. 36): An employee of the Ministry of Magic.
Etym: Patronymic from William; see Bill.
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.
Willy Widdershins [William]:
Etym: See Bill.
Wiltshire (OotP ch. 15): Where Lucius Malfoy's mansion is located. A popular place for ancestral country estates, having better weather than most of the UK and easy access to London. Also, the area where Stonehenge is located.
Wimbledon (OotP ch. 7): The site of one of the regurgitating toilet pranks.
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.
Wisteria Walk (OotP ch. 1): A street in the Dursleys' neighborhood.
Witching Hour: A wizard radio program.
Witch Weekly: A weekly publication focusing on soft news; something along the lines of People for wizards.
Wizarding Examinations Authority (OotP ch. 31): The department in charge of O.W.L.s and N.E.W.T.s.
Wizarding Wireless Network: A wizard radio network.
Wizengamot (OotP ch. 5): The high court of wizard-dom.
Etym: May be from roots meaning "wisdom" and "coming together". Not very sure of this.
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.
Wulfric Brian Dumbledore, Albus Percival: Etym: The name elements mean "wolf" and "ruler".
WWN: The Wizarding Wireless Network, with intimations of the BBC.