1) Intent : -
It's an "intention" to do an action. It is like sending Message to Android OS to carry Out some task. For ex: Start other activity if some action happens. See Below Links :
http://developer.android.com/reference/android/content/Intent.html
2) Activity : -
It is a Single Screen that users Interacts with.It is the only component that can (and must) have a user interface. Learn Activity Life cycle. It is Very important. You Should declare your activity in manifest File.
3) Fragment : -
A Fragment is a behavior or a portion of user interface in an Activity. We can call it like sub Part of Activity.Just Remember that Fragment May or may not have view. It is Like Small Activity,but they can be multiple on single screens and we can interact with them. Read the Fragment Doc from Developers site. It is great place to Start. see this : - http://developer.android.com/guide/components/fragments.html