Alpha particles are large and heavy, so slow down and are absorbed very easily.
Beta particles are a lot smaller and faster, so are absorbed less easily.
Gamma waves have no mass, so are not absorbed easily at all. This means gamma can travel long distances and can travel through lots of material.
Alpha is absorbed by paper (and anything denser than paper).
Beta can pass through paper, but is absorbed by aluminium (or anything denser).
Gamma can pass through most materials, but is partly absorbed by thick lead.