Halo 4 features a fully diegetic UI in the form of looking through the characters helmet visor. As the character and the player both look through the visor, it is clear to both of them how much ammunition, shields and health they have, along with a mini map representing the characters built-in radar. Another example of diegetic UI would be the ammunition displayed on the gun itself, located just under the scope.
In contrast to Halo, Dark Souls features an almost entirely non-diegetic UI. A non-diegetic feature of a UI would be something that the player can see, but the character can’t. The health and stamina bar, inventory and prompt to rest at the bonfire would all be examples of a non-diegetic UI.
GUI – Graphical User Interface, a way for humans to interact with computers. This could include windows, icons and menus that are manipulated by a controller (This could include a computer mouse for PC, or an Xbox controller for Xbox)
HUD – A visual method of allowing users of an interactive product to view information. In the gaming world, this could include player health, score, ammunition or even spoken dialogue through subtitles.
Meta – Representations can exist in the game world, but aren’t necessarily visualized spatially for the player; these are meta representations. The most apparent example is effects rendered on the screen, such as blood spatter on the camera to indicate damage.*
Diegetic – A diegetic UI would be a user interface that is shared by both the player and the character. A good example of this would be Dead Space 2, where the character uses augmentations in his armour to view his current equipment.
Spatial – UI elements presented in the game’s 3D space with or without being an entity of the actual game world (diegetic or non-diegetic). The character outlines in Left 4 Deadare an example of non-diegetic spatial UI.*
*Taken from http://www.gamasutra.com/view/feature/4286/game_ui_discoveries_what_players_.php?print=1