A person is amazed when something that seems impossible or difficult to achieve actually happens. For example, a person might say they were amazed that they won the lottery. To blow your mind something would have to happen that surprised you so much you couldn't or didn't know what to say. The reaction would be more extreme than being amazed. A person who is fascinated by something is irresistibly attracted to it, but not necessarily amazed. For example, a man might be fascinated by the stars in the night sky. Hope this helps

The simple answer is that they are all very similar, mean the same and can be used interchangeably.

"Amaze me" and "fascinate me" are standard English. You can use them in speaking. You can using them in writing. You can use them in fairly formal writing. You can use them in informal writing. They are almost synonyms. "Amaze" emphasizes the feeling of surprise, something that is hard to believe. When Sherlock Holmes makes a brilliant deduction, a character says "Mr. Holmes. You amaze me. How could you possibly know that?" "Fascinate" emphasizes the feeling of being drawn in, you want to keep watching and watching and watching. "The Museum of Natural History fascinates me. I could stay there for a week, just wandering from exhibit to exhibit, never wanting to leave." "Blow your mind" is, very specifically, slang that emerged in the 1960s. It was connected with the "counterculture," flower children, "hippies," and the use of psychedelic drugs. It suggests intense ecstasy. it carries a feeling of something discovered in a a state of altered consciousness. It is slang. "It you think Disney's 'Fantasia' is just a cartoon, try it while smoking pot. Oh, wow, man... it will blow your mind."