Ecchi: This term refers to content that is sexy or slightly erotic in nature. Think sexual innuendos, suggestive content, and nudity. Hardcore, explicit content doesn't fall under this category. Hentai: This word typically means explicit sexual pornography.
Ecchi. "Ecchi" is a flexible word in anime. It can be used as an adjective, to describe something sexual in a way that connotes naughtiness — sort of like describing a magazine as "dirty." It can be a noun, applied to someone who is a bit of pervert.
Josei (女性 meaning woman) is a category of manga marketed to women, typically 18-30 years old. (Josei manga series are rarely adapted, so there isn't really a category of josei anime.) It is one of the four main categories of manga/anime along with shounen (for boys), seinen (for men), and shoujo (for girls).
Anime and manga of the “josei” (女性) variety are aimed at adult women. Josei series are often slice-of-life or romantic tales featuring adult women, though, in recent years, shonen-like action-adventures have become popular as well.