What is the different between shemale, lady-boy, and transgender

This might not in the right catagory, please forgive me. I just want to have more perspective from the different people. And I choose to use english because it's more direct and not too much emotiona

Please feel free to ignore, this is a message to myself in the future but if you want to read on please feel free to. For the last 2y7m I’ve learnt how to love someone and what it feels like to

I saw many of them in Siam Centre and Siam Paragon, please do explain to me why is that and what is the cause of this. Thank you for your answer.