The first is when the skill does a thing and then immediately starts listening again. The blue bar is already there and you don't need to say "Alexa".
The second is when the skill is still open but not currently listening. Takes a bit of hackery to keep the skill from constantly closing, namely, long-running APL commands.
The third is when the skill is closed and you're trying to get it to do something. I call this "deep launching" but it almost never works. Amazon has built an amazing system here, but the Alexa system needs work on recognizing skill names for deep launching.
