The window manager manages your windows. It puts the window decoration around the contents including the buttons to minimize or close. It allows resizing and moving the windows around, decides which window is on top.
Metacity and Compiz are two examples from today, twm and fvwm might be remembered by old people like me.
A desktop environment gives you an overall user experience. It has the panels, the system menus, the starters, the status applets. It needs a window manager, of course, to manage the windows. It might offer a default file explorer and viewer. To streamline, it might even contain default editor, terminal program, or even e-mailer, all made to look alike and work together.
GNOME, XFCE and KDE are the best known at the moment.
You can remove the Lubuntu splash screen in several ways. If you want to change splash screens every once in a while you can run:
sudo update-alternatives --config default.plymouth
You will be presented with a screen like the following:
In this case, entering a 0 or a 1 will set the splash screen to the Kubuntu logo, while entering 2 will set it to the default Ubuntu logo.
If you want to get rid of the Lubuntu logo permanently, you can remove the package using:
sudo apt-get remove plymouth-theme-lubuntu-logo plymouth-theme-lubuntu-text
Replacing lubuntu with the desktop environment you installed.
You might be asked to remove lubuntu-desktop that's OK, as its a meta package.
If you've configured gdm using sudo dpkg-reconfigure gdm you shouldn't have a KDE (KDM) login screen. If your login screen looks something like this:
Then try configuring gdm again. If that doesn't work you can remove kdm with:
sudo apt-get remove kdm
Again, you might be asked to remove kubuntu-desktop. Its also a meta package, so go ahead and remove it.
Best Answer
In short, "Yes". One of the benefits of Linux is it's ability to share common libraries/dependencies among different running applications. Because of this, many users are firmly rooted to GTK, QT, KDE , etc. and will refuse to install apps that have dependencies falling outside of their chosen camp. This line of thinking can have very practical benefits on a low resource machine. Imagine three applications, all based in different tool-kits are running on a single computer. Those applications will then need all their own tool-kit libraries loaded into ram in order to function, even though many of those libraries perform similar functions. Now imagine three apps all running on a some computer, but they are all Gnome-based. In this case, all three Gnome apps can share the same libraries in your ram. As you can see, tool-kit loyalty can certainly decrease your ram usage. As well as decrease data transfer from your hard disk as the system will be retrieving less dependencies.
The flip-side to this is that if you have a relatively modern computer you may not notice any difference at all. Multi-core processors, solid-state drives, and gobs of cheap ram make many of these considerations moot. Your biggest concern may actually be that a KDE app doesn't look "right" on your GTK+ desktop.
In the final analysis, you would have to gauge yourself as to whether your machine is bogging down under the load. If it still feels like normal, then don't worry about it. Enjoy using the applications you like. If it's dragging, then you may have to reconsider looking at some GTK options for future use. Good luck, hope this helps!