Cartesian is the orthogonal x,y,z planes just like the default datum planes.
Cylindrical has r, theta, and z and takes the shape of a cylinder. r is the radius, theta is the angle from zero (x-direction), and z is the height.
Spherical has rho, theta, and phi and takes the shape of a sphere. rho is like the radius, theta is the same angle used in cylindrical coordinates, and phi is the angle between the positive z-axis and the line segment between the origin and the point of interest.
If you need illustrations, get a calculus, geometry, or physics book.