I keep hearing all these terms - EN, EP and EX level servers. What do these terms mean? What are they classifications of? How are they demarcated from one another? How are they different from the thin client-thick client server classification used in most literature?
It depends on the CPU families;
Four-way 'EP' CPUs can still be used to make >4-socket servers but they need 'glue' chips to manage that, i.e. they can't just do it out of the box.
As for thin/thick-client, there's no direct link - any can CPU can do any role.