Trap: clay pigeons basically go straight away from you, at slightly different left/right angles.
Skeet: clay pigeons housed at 9 o'clock and 3 o'clock are thrown across the field, and you shoot at them from the positions of the lower part of a clock on a semi-circular field.
Sporting clays: mimics a variety of hunting conditions. Clays can be thrown at any angle, orientation, distance, speed, etc. while you are in the bush or in a field.
I'd suggest you start with trap because it only offers 5 different going-away shots, albeit from 5 only slightly different positions. You will 'see' targets repeated the same way more often. Skeet only has two different target presentations, but your position around the field changes your view of them drastically. Sporting clays it the most varied, and difficult to hit. But very challenging and fun.