The Overworld is the dimension in which you begin the game. It has many diverse structures, blocks, items, mobs, and much more. This is my personal favorite dimension.
The Nether dimension is a dimension that you must enter to reach the End and complete the game. It is full of wonderful new mobs, blocks, and items, as well as many dangers.
The End dimension is the final dimension, and it is one of the most dangerous, as well as one of the most interesting. In this dimension, you will fight the ender dragon, raid end cities, and find your elytra.