Intense (强烈) can mean forceful, demanding, overbearing. It's usually applied to situations. "John studied his entire textbook in one week, a very intense experience." But it also can be applied to people: "The fitness trainer kept yelling and yelling at her, his voice loud and intense."
Tense (紧张) means someone is worried, fidgety, anxious, "on edge". Maybe he's doing something that requires a lot of concentration and he's worried about making a mistake. "Dan was very tense when he took the English test." It can also be used to talk about situations, meaning that something is about to change, "about to snap": "The two men pointed their guns at each other, waiting. The situation was very tense; gunfire could happen at any moment." A good way to think of it is "tense" can be used when talking about a string pulled very tightly, ready to break in half at any moment ("He tensed the string"); the emotional state is very similar. :)
Nervous (生怕 or 伈) can sort of overlap with "tense", but it is more specific: it means to be worried about something, to be concerned or anxious with something. While "worried" can mean just a state of mind, "nervous" usually implies that someone actually appears anxious. "He was nervous taking the test; he was sweating and his hands were shaking."