What are non-numerical variables such as "Heads" and "Tails" officially called?

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Is there a mathematical terminology for non-numerical variable such as

Head Tail (referring to a coin flip) or Rock Paper Scissors or Up/Down ?


For example, I want to say that my set $\mathcal{S} $ is filled with ______, where _______ are things like Head, Tail/ Left, Right/ Up, Down, etc. One such set is $\mathcal{S} $ = {Head, Tail}, another set is $\mathcal{S}$ = {Left, Right}, yet another set is $\mathcal{S}$ = {Happy, Sad, Mad}.

Note that I am not assuming a probability context. Non-numerical variables appear all over math, such as in game theory (Confess/Betray).

What should I use as the proper mathematical terminology in the above blanks: States? Strings? Tokens? Literals? Symbols? Alphabets? Words?