Augmented Reality (AR) overlays digital objects onto the real world via smartphone screens or displays (think Snapchat filters). 

Mixed Reality (MR) is an extension of AR, that means users can interact with digital objects placed in the real world (think playing a holographic piano that you have placed into your room via an AR headset).

Virtual Reality (VR) provides a fully digitally immersive experience where you enter a computer-generated world using headsets that blend out the real world.