仔细:careful(ly),don't overlook or make mistakes,usually use it to describe doing something carefully
eg:看仔细一点。
细心:thoughtful,considerate, usually use it to describe personality or character,or the way someone do things
eg:他做事很细心。
小心:watch out ,be aware of dangers,usually used as a phrase or verb
eg:小心! or小心那辆车!
详细:complete and detailed ,usually used to describe written content or spoken words
eg:详细的解释 ,详细的说明
you raised a great question.em,it is hard for you to distinguish them as words, maybe you put them into specific usages. better gather some examples and feel the difference.
i wish my answer can help you a little bit