Linear distortion is primarily that which affects the frequency response and amplitude. You can think of it as an equalizer. It doesn't depend on the incoming signal. Non-linear response is signal dependent, so you might get distortion in bass or you might get distortion in treble, and so on. To put it another way, linear distortion may change the amplitude of a signal, but not the shape of a signal. Non-linear distortion will change the shape, for example if the signal is a pure sine-wave, you can clip that sine wave and make it resemble a square wave.
Yes, non-linear distortion can come about from over-driving a driver. For example, imagine playing back a sine wave again. When you have pushed that driver to its excursion limits on the sine wave, the spider stops flexing, and that nice smooth round crest of the wave starts to flatten out, in the manner of soft clipping. Of course, when the voice coil former starts smacking into the back plate, that is more like hard clipping.
As for drivers playing to loud for their enclosures, yes, that causes distortion as well. Air within the enclosure has a "spring effect", and sealed enclosures partly rely on this back spring to prevent over-driving. Imagine the back of the driver bouncing off of a higher pressure area, or imagine firmness of a balloon with lots of air in it vs the flacidity of balloon with only a medium amount of air in it. If the enclosure is very small, the air pressure behind the driver will be very high, and not allow as much backward excursion as forward excursion. This uneven excursion will cause distortion, mainly odd order distortion, so 3rd, 5th, 7th, etc
As for thermal effects, they cause linear distortion, not non-linear distortion. What happens is that when the voice coil grows warm, it loses its magnetic force because its electrical resistance can grow substantially. This will lower the sensitivity of the driver and also cause sags in bands the frequency response. The permanent magnet can also lose magnetic force by warming up too. Generally when things warm up, they lose their magnetism. The voice coil can heats up much faster than the permanent magnet but it cools relatively swiftly compared to the permanent magnet as well, so when the permanent magnet gets hot, it can affect the sensitivity and output power of the driver for quite awhile.
There have been lots of ways people have correlated speaker measurements with what sounds good or bad. Floyd Toole's research on room effects and dispersion are some of the most well-known, but there is a ton of research in this area, and a bunch of it specifically relating to distortion types.