Echo = Like your guitar sounding inside the Grand Canyon, at its most extreme
Reverb = Sun Studios slapback sound on early Elvis/Johnny Cash, or surf rock sound.
Delay = Play your note, then the pedal repeats "later", depending on your settings. Different than the other two because it replays your note as you originally played it at a later time along the chain, rather than messing with how the note sounds, if that makes sense. Maybe someone else can explain that better. Think U2 arpeggios though.
Delay = Welcome to the Jungle Intro
Some Like It Hot...

Gibson Angus Young Signature SG
Gibson Les Paul Classic Antique
Gibson Faded 3 Pickup Flying V
Some Line 6 Amp...

...Some Like It Not Quite So Hot!
Reverb makes you sound like you're playing loud in a big hall,
or in a cave or something like that.
Adds a different ambiance to it.
Echo = delay, normally.
Reverb = reverberation, the sound that's made when soundwaves bounce off of hard objects and come back for round two (or three, four, ect)