Larvae are immature forms of an insect and look totally different from the adult. When eggs hatch, what come out of them are larvae.
Pupae and nymph are the intermediate stage between the immature and mature forms. Pupae are usually non-mobile but still look different from the mature form while a nymph still can move and already look similar to the mature form. Once a larvae becomes pupa, it will begin a complete metamorphosis into the mature form while a nymph will undergo several stages (instars) the mature form being the final stage.