Learn English – Looking for a word that means “pictures and videos”

Fun on its own works fine for me—I would also categorise music and videos under it, but I would not expect to find music or videos on a website where a menu item is labelled ‘fun’. I would expect to find more or less interactive, amusing things, like games, jokes, cartoon strips, etc.

To add to the interactive dimension and more or less exclude music and video, perhaps fun and games could be used. That is a more or less set phrase that does not merely refer to anything that is fun + anything that is games, but rather (dictionary definition) to “amusing and enjoyable activities”.

Of course, it’s hard to tell if this is ideal for you without seeing what the rest of your site looks like; but it works well in general, I’d say.

There is indeed a word and that word is...acronym.

Acronyms are specifically words formed from the initial letters of other words and pronounced as words themselves. Your examples fall into this category.

Quite often, these words aren't written in capitals: laser, for example, tends to be written in lower case, whereas Nato is often written with just a capital N.

A set of initials that doesn't create a new word, eg FBI, UN, BBC, CNN, is called an initialism.

The 'app' example is slightly different. This is an abbreviation where a word has simply been shortened. More established examples include phone, bike, fridge, gym, photo. As far as I'm aware, there's no special word for these.

(I'm writing from a British English perspective.)