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Answering your question fully will require to write a whole book. Evolutionary Biology is a big field and I would recommend that your take some time to get an introduction (slightly more advanced than what you received in school). I am suggesting you take advantage of this free online resource.
I am briefly making comments and answering your question(s) below. They may be hard (or easy, I don't know) to understand but for more info you should really get to the above free online resource.
Species A evolved from species B
Evolution did not make mammals out of reptiles, mammals are reptiles. Evolution did not make birds out of reptiles, birds are reptiles as well (I am using here the phylogenetic definition of reptiles (Reptilia), more info there). It is wrong to think of any two extant species as one having evolved from the other one. But it is correct to understand how closely related are two extant species. It is also correct to make predictions about how the most recent common ancestor (MRCA) look like and it is true the the MRCA might look more like one of its descendents than like another.
We talk about clade as a lineage including many species. In these terms both any lizard species and any given bird species belong to the same clade, the Reptilia, they are both reptiles. They are also both vertebrates (Vertebrata) and animals (Metazoa) and eukaryotes (Eukaryota).
If the statements of the kind "mammals evolved from reptiles" are very misleading the statement "amphibians evolved from reptiles" is simply wrong. The MRCA of reptiles and amphibians was not a reptile (neither an amphibian), it was a tetrapoda (vertebrate).
I can roughly imagine that there are giant evolutionary gaps between an insect and a jellyfish but is there any common ancestor of all of them?
Any two species on earth have a common ancestor. The universal common ancestor, that is the common ancestor that any living thing (bacteria, plants, lizard, human, fungi, jellyfish, Archea, etc...) is called LUCA (Last Universal Common Ancestor). So yes, jellyfish and insects have a common ancestor. LUCA is one of them. Their MRCA is the same guy as the MRCA between jellyfish and you, as insects and primates are more closely related than are insects and jellyfish. This MRCA is an animal (a metazoa) and therefore is also a eukaryote (Eukaryota).
Do they also have some evolutionary table like vertebrates or was there evolution never that interesting to begin with?
Evolution occurs in every single living population. So yes, evolution occurs in jellyfish as it occurs in insects. The clade of jellyfish contains several thousands of species (most of them belong to the clade Hydrozoa). There are almost a million species of insects.
Here are just a few fun facts that come to my mind when I think about jellyfish:
Some species have tentacles, some don't.
Some species have alternance of generation (a given individual is either a sticking thing on the ground while its descendent is swimming).
Size of jellyfish vary wildly
And a few fun facts about insects:
Some have evolved 3 pairs of wings to fly (we think it evolved from gills but it might have evolved from the exoskeleton as well).
Some live in water, some not, some live in water in the larvea stage and not in their adult stage.
They have all sorts of diet
When flight evolved at first, they had 3 pairs of wings. All extant species (who are descendents of this species that evolved flight) have now lost at least one pair of wings, the one closest to the head.
Some species have lost flight.
Some species have lost a second pair of wings (diptera)
Some have evolved crazy mimetism and defense mechanism from the developmental pathway of the third pair of wings.
Eusociality (which is arguably one of the most mind boggling things in evolutionary biology) has evolved several times in insects.
Some species have sex that is determined the ploidy (number of sets of chromosomes) level (it is the case in many eusocial species).
1. What is the common ancestor between vertebrates, arthropods and molluscs?
You can explore the tree of life by yourself on tolweb.org. Arthropods and molluscs are more closely related than any of them are to vertebrates. The MRCA of vertebrates, arthropods and molluscs was a Bilateria (animal, eukaryote). You can see this bifurcation here on tolweb.org. I'd recommend to explore a bit this tree of life, it is pretty fun to do.
2. Is there an evolutionary tree for the last two like for the vertebrates?
Yes, see above.
BTW, I noticed that you talk about spiders in your title but not in your post. You'll find the spiders here on tolweb.org.