I'am a linear algebra beginner and I am confusing with invertible and diagonalizable.
From my understanding, invertible means non-singular and any of eigenvalue must not be 0. Diagonalizable means there must be N linearly independent eigenvectors.(Eventhough eigenvalue has 0, it seems possible to have N linearly independent eigenvectors. Right?)
Above are just single fraction of their property, and I cannot imagine bigger picture than this.
Is there any intuitive relation or theorem between 'invertible' and 'diagonalizable'?
Exactly. In fact, a matrix is singular if and only if $0$ is its eigenvalue.
Correct. Even if an eigenvalue is $0$, a matrix can have $N$ linearly independent eigenvectors. For example, the zero matrix has $N$ linearly independent eigenvectors, because every vector is an eigenvector for the zero matrix.
Not directly, in the sense that one would imply another. You can have matrices in all four classes, i.e.