I will briefly touch on a bit of history for the three faiths (how they came to be) and then talk about some differences. If you prefer to read further, I include links below for you.
The Catholic Church is the oldest of the three faiths: the exact date of its birth is indeterminable. However, after the death and resurrection of Jesus, believers fanned out across the globe to spread the faith. While the belief system was already in place at this time, the ecclesiastical structure of priests, bishops and cardinals was to come later. Our earliest known record of a church council was the Council of Nicea where church leaders developed a universal creed of belief in 325 AD.
The Protestant Church rose out of the Renaissance era when the Protestant Reformation was famously started by Martin Luther, who nailed his ninety-five theses to the door of the Castle Church in Wittenberg on the eve of All Saints Day (Oct 31, 1517). Martin Luther was a Catholic friar and priest who gave voice to Catholics disillusioned with what they felt were the corrupted religious norms of the Catholic Church, among them the necessity for expensively priced indulgences for the faithful to receive forgiveness of sins.
The Orthodox Church itself was part of the Catholic Church initially. Some scholars say it was the Catholic Church which broke away and some say it was the Orthodox Church which was responsible for the schism. However, you might be interested to know that the Roman Catholic Church believed that its authority extended to all churches while the Orthodox Church vehemently denied this authority on the part of the Catholic Church. The Orthodox faith began in the Eastern part of the Roman empire while the Catholic faith began in the Western part of the Roman Empire. The Orthodox Church did not recognize the Infallibility of the Pope and refused to cede authority to him in all religious matters. This was a serious point of contention.
The most obvious difference is that Roman Catholics look to the Pope as the representative of Christ on earth while Protestants believe that only Jesus Christ is the representative between God and man. Through the efforts of the Renaissance reformers, the Bible was translated into different languages; the Protestants believed that everyone should read the Bible for themselves rather than rely on a priest for textual interpretation. Today, Roman Catholics and Protestants of many denominations share the same New Testament texts; however, the Protestants reject some of the texts that the Catholic Church has included in the Old Testament. Both Eastern Orthodox and Protestant clergy may marry, but Catholic clergy may not. The Eastern Orthodox allows religious icons, but not statues, while the Roman Catholic Church allows both. The Protestant Church allows neither as a matter of rule.
For more reading, here are some links: