List:

• List is a collection of elements, Such as primitive data types (String, Integer, Date, etc), user defined objects, sObjects, Apex objects or other collections (can be multidimensional up to 5 levels).
• List allows duplicate values.
• List index position starts from zero.

Set:

• Set is a collection of unique, unordered elements.
• It can contain primitive data types (String, Integer, Date, etc) or sObjects.
• Set allows unique values.

Map:

• Map is a collection of key-value pair.
• Keys can be any primitive data types (String, Integer, Date, etc) while values can include primitives, Apex objects, sObjects and other collections.
• Map allows duplicate values, but each key must be unique.