Human, exo, and Awoken you mean?
They'll all have their own lore, but they're only cosmetic choices otherwise. They'll each play exactly the same, gameplay wise.
Human is your standard human choice, rather generic, but arguably the most relatable.
Exo are self aware machines build during the Golden Age, that have had their memories wiped and (speculation here) looking to find their purpose in "life".
Unfortunately, there's not much to go on with the Awoken. Theories are that they were once humans that were somehow changed during the Collapse, but again, not much is truly known about them yet.