Ordered list :

The <ol> tag defines an ordered list (with digits or characters). This tag is used together with <li> (the ordered item in the list)

Example :

<ol>
<li>Coffee</li>
<li>Milk</li>
<li>Tea</li>
</ol>

Unordered list :

The <ul> tag defines an unordered list (with bullets). This tag is used together with <li> (the ordered item in the list)

Example :

<ul>
<li>Coffee</li>
<li>Milk</li>
<li>Tea</li>
</ul>

Definition list :

The <dl> tag defines a definition list. This tag is used in conjunction with <dt> (defines the item in the list) and <dd> (describes the item in the list).

Example :

<dl>
<dt>Coffee</dt>
<dd>- black hot drink</dd>
<dt>Milk</dt>
<dd>- white cold drink</dd>
</dl>

A useful tutorial about definition lists is available at the website of oneXtrapixel.