Date taken: for photos & videos, the date they were taken is stored directly in the corresponding file. The date the photo/video was taken refers to the date/time it was first created, i.e. recorded.
Date created: the date of creation refers to the date/time the file was saved or archived and is set by your operating system (for example when moving, copying, or downloading the file). This is why the date of creation is often different from the actual date the photo/video was taken.
Date modified: the date of modification is adjusted every time you make changes to the file and you overwrite the original file. This could be the case when doing something like editing your photos with an image-editing program.