Each app on your phone with the WRITE_EXTERNAL_STORAGE permission may create files or folders there. Most of these folders have once been created by one of these apps and many of them may be deleted with a few exceptions (e.g. Android, .data, .android_secure, these contain important system or app data like a game's downloaded content). Alas, it's impossible to tell exactly which folder belongs to which app.
- .android_secure: apps installed and then moved to sdcard
- Android: app data/cache
- data: app data
- .estrongs: ES file manager
- LOST.DIR: sort of trash folder (collects recovered files after phone crashes)
- DCIM: phone gallery's photos and previews
- OTA-update: Over The Air update service
- ppy_cross: an unknown third-party app's data. info
I think you know what's in the others :)
Generally, note that uninstalling an app doesn't clean up the stuff it has created there. One needs to manually do this task but don't delete stuff if you're in doubt what it is.