The first stage of a rocket is typically the largest and most powerful, as it must lift the entire rocket off the ground. Once the first stage has used up its fuel, it is jettisoned and the second stage ignites. The second stage is smaller than the first stage, but it is still powerful enough to lift the rocket to a higher altitude. Once the second stage has used up its fuel, it is also jettisoned and the third stage ignites. The third stage is the smallest and least powerful of the three stages, but it is responsible for putting the rocket into orbit.
Once the rocket is in orbit, the third stage is no longer needed and it is jettisoned. The rocket can then continue on its mission, such as delivering a payload to another planet or performing a spacewalk.
The process of jettisoning stages is called "staging." Staging is an essential part of rocket design, as it allows rockets to reach speeds and altitudes that would not be possible otherwise.