The Nitrogen is used to fill the bulb instead of air. It's because the filament would immediately burn out if the bulb was full of air, as it would react with the Oxygen. Nitrogen is an 'inert' gas so the filament doesn't react with it when it gets hot. Most bulbs are actually filled with Argon, or an Argon/Nitrogen mix.
Quartz, is the material the filament is coated with to make the extremely bright light. A Halogen is another name for the noble gases, Nitrogen, Argon etc. So a quartz halogen lamp is much like a normal filament lamp except that the quartz coating on the filament makes it very much brighter. Also, I think the gas is pressurised high than normal atmospheric pressure, whereas in a normal bulb it is at atmospheric pressure.
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