Without researching it, I feel they are all relatively the same, however, used in different circumstances. "get" seems to be the most casual and common and can always replace "gain" and "obtain".
Ex:
I get cold easily.
I get hot when I wear jackets.
I get my next paycheck Friday.
I gained valuable experience (could also say "I got"). "Gain" is slightly more formal, and something that happens over time. I gained five pounds of muscle last year.
It is hard to obtain a good paying job these days. "Obtain" would be most formal, any sentence I thought of with "obtain" could be replaced with "get/ got". To "obtain" something is harder to do then to "get something". May involve a procedure or something difficult to do.
Sorry.... this is hard to explain :). I think familiarity with these words will come with experience. If you're doubting how to use these words, you can probably just write "get". Gain and obtain are not as interchangeable.