As a native speaker of English, I could barely distinguish the meanings of those words. For instance, I could suggest:
- gleam has a sense of a diffuse light, like light through frosted glass
- twinkle has a sense that the light is constantly varying slightly (like stars)
- glint has a sense that light briefly bounced off the object, but is not constant. Metaphorically it often seems to mean an idea expressed in someone's eyes.
- sparkle if the light is particularly bright, with a sense of movement and a very specific point (like Christmas tree lights), often has a metaphorical sense of cheeriness
- shimmer often seems to have a sense of a broad areas of light moving across a surface, like moonlight catching waves on a lake
- glimmer? no idea, much the same as "gleam" to me.
- glitter sounds archaic to me as a verb, for me it's tiny pieces of foil that stick to you
I don't know a better way than reading a lot, to be honest. Most of the associations and understanding I have of these words are just from reading them in books and hearing them in songs. The words that I would actually use, with distinct meanings, in my day to day life are probably "shine", "sparkle", "glint" (particularly describing light catching a piece of metal in a way that catches your eye) and maybe "shimmer".
Do I have to memorize the meaning of every word?
Depends on your goals, I suppose. In terms of passive understanding, I don't think you're missing much by treating them all as "light catching an object".