I NEED HELP WITH GMAIL/GOOGLE!

"how are the three of those connected?"
Well, i guess that since they're all 구글 products whenever 당신 create a 구글 account 당신 get automatic access to any 구글 product. Like, now when 당신 create a 유튜브 account, you'll get a google+ account too (which is really stupid, in my opinion).

"if I was to 삭제 my 구글 + account would it mess with 구글 Talk and Gmail?"
It would if u mistakenly 삭제 your 구글 account.
See link

"When 당신 make a Gmail does it instantly create a 구글 Talk too?"
I'm not sure about this but i don't think so. I guess it's kinda like skype and msn/hotmail: 당신 can use your hotmail account to log in skype but 당신 can also make a separate account.