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Nowadays read any paper or reference on signal classification scheme you would invariably come across the term "feature". What does feature mean exactly? What is considered a time domain feature, what is considered a frequency domain feature and what is considered a phase domain feature?

I would be glad if someone can clarify this concept for me once and for all.

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Features are properties of the signal used to describe it in some way. Sometimes the term "descriptors" is used, for example MPEG-7 audio-visual description standard:

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Time domain features are computed from the audio waveform, while frequency-domain or spectral features are derived after performing an FFT.

You should look through a feature-extraction software package like Yaafe, to get some practical intuition. There are also many tutorials and papers online for further learning.

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