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: Sodium hydroxide (NaOH), conc. sulphuric acid (H2SO4).
Efflorescence refers to property of certain hydrated salts to lose water when left in open.
Examples: Sodium carbonate (Na2CO3.10H2O), Calcium sulphate (CaSO4.2H2O), Copper sulphate (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: Calcium chloride (CaCl2), Ferric chloride (FeCl3).