We present a systematic analysis of the internal losses of superconducting coplanar waveguide microwave resonators based on niobium thin films on silicon substrates. At millikelvintemperatures and low power, we find that the characteristic saturation power of two-level state (TLS) losses shows a pronounced temperature dependence. Furthermore, TLS losses can also be introduced by Nb/Al interfaces in the center conductor, when the interfaces are not positioned at current nodes of the resonator. In addition, we confirm that TLS losses can be reduced by proper surface treatment. For resonators including Al, quasiparticle losses become relevant above \SI{200}{\milli\kelvin}. Finally, we investigate how losses generated by eddy currents in the conductive material on the backside of the substrate can be minimized by using thick enough substrates or metals with high conductivity on the substrate backside.