I am lost about neutrinos. I thought a neutrino was just a neutrino since it is neutral. What are the differences between electron, muon, and tau neutrinos?

The neutrino has no electric charge, but it carries a different kind of charge that physicists call "flavor". There are three electrically charged leptons: the electron, the muon, and the tau (the electron was the first elementary particle to be discovered, back in the late 19th century). Each of these has its own, distinct, neutrino associated with it. The neutrinos are very light and electrically neutral. Also, they each carry the same flavor as their associated charged lepton (electron, tau or muon).

How do we know that the neutrinos are different from each other? This was experimentally demonstrated in the 1960's — work that was recognized with the Nobel Prize in physics some 20 years later. In the 1960's, only the electron and the muon were known (the tau, which is much heavier, was discovered in the 1970's). This earlier experiment used an intense beam of neutrinos associated with muons. A small number of these neutrinos were then absorbed in a detector, and the following question naturally arose: did these neutrinos produce both electrons and muons, or only muons? If the former, then the "flavor" of the muon-associated neutrinos would be the same as the "flavor" of the electron-associated neutrinos. If the latter, then somehow the muon-associated neutrino knew that it must carry the information about which type it is, and is therefore a different "flavor" of neutrino from the electron-associated neutrino. Of course the experiment found the latter result, showing that muon neutrinos and electron neutrinos have different flavors.

This is not the end of the story, however. In subsequent decades, a variety of experiments were done that showed that, as neutrinos propagate over longer distances, the flavors can "oscillate" one into another. So if the detector had been placed sufficiently far from the source in the original experiment described above, the experimenters would have seen some electrons as well as muons. It turns out that this kind of oscillation can only occur if the neutrinos have different masses; neutrino masses are so small that they have never been measured directly, but the phenomenon of oscillation proves that they must be non-zero.

Nor is that the end of the story. Each lepton has its own anti-particle (for example, the electron has the anti-electron, or positron) with opposite charge, and corresponding to the three anti-particles there are three anti-neutrinos. But it's an open question whether neutrinos are different from anti-neutrinos, or whether they are their own anti-particles. This, too, must be settled experimentally, but the experiments are very difficult. Consequently, no conclusive result has been reached as of now.