Yes, these three words are used to explain the reason, but they are used differently. 1) "Deshalb" is in adverb used for the CONCLUSION (which is a main clause). You can also write both sentences seperately: Ich habe meinen Pass verloren. Deshalb gehe ich zur Polizei. 2) "Weil" is a subclause conjunction used for the REASON. A subclause can come before or after the main clause: Weil ich meinen Pass verloren habe, gehe ich zur Polizei. Ich gehe zur Polizei, weil ich meinen Pass verloren habe: 3) "Denn" is a main clause conjunction used for the REASON, which explains the conclusion and so must come after it: Ich gehe zur Polizei, denn ich habe meinen Pass verloren. (If you don't understand the rules for the word order yet, try to figure out why the verb must be in the position it is in in each example.)