Hygroscopy is the phenomenon in which the substances absorb moisture from the surroundings, usually at room temperature. These substances do not change their state.
Examples: NaOH, honey, conc. H2SO4
Efflorescence refers to property of certain hydrated salts to lose water when left in open.
Examples: Na2CO3.10H2O, CaSO4.2H2O, CuSO4.5H2O
Deliquescence, like hygroscopy, is also a tendency to absorb moisture from the air when exposed.
Here, the substance dissolves itself in moisture and form an aqueous solution.
Examples: CaCl2, FeCl3