Can we talk?

Nothing really, they all express voraciously eating something. The latter two phrases are more illustrative and imply an animalistic, unmannered way of eating. 'Devour' is a neutral, standard type of word to mean eating fast, without enjoying the food, etc. 'To wolf down' is an illustrative, simile-type idiomatic phrase. To invoke eating animalistically like a wolf. 'To gobble' is probably like an onomatopoeia mimicking the gobbling sounds of an animal when it's eating very quickly.