Reflection occurs when a wave bounces off of a surface. For example, when sound waves bounce off of the walls of a room, this is reflection.
Refraction occurs when a wave changes direction as it passes from one medium to another. For example, when light waves pass from air to water, they are refracted (bent).
Diffraction occurs when a wave spreads out as it passes through an opening or around an obstacle. For example, when light waves pass through a narrow slit, they are diffracted.