Service is like an Activity but has no interface. Probably if you want to fetch the weather for example you won’t create a blank activity for it, for this you will use a Service.
A Thread is a Thread, probably you already know it from other part. You need to know that you cannot update UI from a Thread. You need to use a Handler for this, but read further.
An AsyncTask is an intelligent Thread that is advised to be used. Intelligent as it can help with it’s methods, and there are two methods that run on UI thread, which is good to update UI components.