- That's My Domain name. When you enable that feature, you'll need to pick the name, and it will appear in all the URLs of your Salesforce org pages.
- That comes from Sites. This subdomain name is the real URL start of all Sites pages. You may have your own domain URLs over those, but eventually your DNS servers need to know where to redirect the visitors to the real URLs.
- That's for your Communities. Once picked when you enable the feature, that becomes the real URL start for all Community sites, which are essentially special Sites.
These 3 are truly genie wishes in the sense that once you asked Salesforce to grant them, and were indeed granted (at the time of feature activation), you can neither change them nor take back. They're stuck with you for eternity (of the org). So choose wisely! You are certainly constrained by your organization's name or traditional marketing tags, but if you do have some options, try to pick nice, short, and generic names. It's easy to understand why being nice and short matters, but being generic is often overlooked. When you start to use Sites or Communities it's often a specific need, but the name will be applied to all subsequent uses, which may have nothing in common with the initial project. So being generic is also important.