Here is the simplest I could come up with. Of course, as it's simple, it's not entirely accurate or thorough. You need to read more about them to understand really how to use them and all the details.
Activity A page in your application.
Context An abstract class that contains a lot of methods needed by its subclasses: mostly Activity and Service.
Intent A link between two pages. Bundles all the details necessary to do something, send a message to the system, or go to another page of an application.