그리고 means "and" and is a conjunction used at the beginning of a sentence.
그래서 means something like "so" or "therefore," and is another conjunction that you use at the beginning of a sentence.
와 and 과 both mean "and." They are used to link two or more nouns in a list. 와 is used if the preceding word ended in a vowel sound, while 과 is used if the preceding word ended in a consonant sound. For example, "너와 나" (You and I) or "볼펜과 연필" (pen and pencil). 하고 is also "and" and could be used in the same way (볼펜하고 연필), though 하고 is more often used in conversation rather than in writing. 와 and 과 appear often in writing. However, they are pretty much interchangeable.
하고 is also used to combine actions that end with 하다. For example, 나는 운동하고 자요 (I exercise and sleep). A nuance here is that the first action precedes the second in time order, but not always. It's contextual. Consequently, an action that does not end in 하다 can be joined with -고, as in, 나는 먹고 자요 (I eat and sleep).
Hope that helps.