Calculate volume in a 3D sort of space using cartesian coordinates Find the volume bounded by the cylinder $x^2 + y^2 = 1$, the planes $x=0, z=0, z=y$ and lies in the first octant. (where x, y, and z are all positive)

Use a triple integral.  We're simply trying to find the volume$-$there's no density involved or anything$-$so the important question is just to find the correct bounds.
Let's examine the $x$ variable first.  $x$ can move from $0$ to $1$, since it's constrained below by $0$ and cannot be greater than $1$ (otherwise $x^2 + y^2 > 1$).
Next, look at $y$.  $y$ is bounded below by $0$ (must lie in the first octet) and above by $\sqrt{1-x^2}$ (so that $x^2 + y^2 \le 1$).
Finally, look at $z$.  $z$ is bounded below by $0$ and above by $y$ (because of the plane $z=y$)
\begin{align*}
\int_0^1 \int_0^{\sqrt{1-x^2}} \int_0^y 1 dz dy dx &= \int_0^1 \int_0^{\sqrt{1-x^2}} ydydx \\
&= \int_0^1 \frac{1}{2} (1-x^2) dx \\
&= \frac{1}{2} - \frac{1}{6} \\
&= \frac{1}{3}
\end{align*}
