The glory of God is God making Himself known, whether it be by doing some mighty act or by demonstrating His love and compassion. For example, the crucifixion of Jesus is described in term of God's glory (see John 12:23-25). When God parted the waters of the Red Sea, it is described in terms of God's glory (see Exodus 15:1,6,11). When God entered the taberacle built by Moses, His presence is described as the glory of God (see Exodus 40:34-35).
The term 'majesty' refers to God's high position as the sovereign ruler of the universe. It comes from the same root as 'major,' which suggests the idea that God is the major one, high above all others. These ideas are seen in Hebrews 8:1, which speaks of 'the throne of the Majesty in the heavens' and 2 Peter 1:16, which says, 'We made known to you the power and coming of our Lord Jesus Christ, but were eyewitnesses of His majesty.' Hope this helps.