Abridged dictionaries focus on the common words used in a language, whilst unabridged dictionaries are more complete. They contain obscure words, words that people might never use in their lives.
A concise dictionary does not elaborate much on the definition of words, and the number of definitions. A normal one covers all aspects of a word's definition, whilst a concise one gets to the point.
An etymological dictionary tells you about the etymology of a word. The etymology of a word is the history of a word. That includes its both locational and linguistic origin, phonetic and spelling changes, the idiomatic and international influence the word has been subjected to, etc.
Hope I helped.