- git diffView difference between Stage and Working Directory
- git diff --stagedView difference between HEAD and Stage
- git diff HEADView difference between HEAD and Working Directory
Here Stage is the changes you have marked to include in the next commit. 
Working Directory is the current directory you are working on and making changes.
HEAD is a reference to the last commit in the currently checked-out branch.
Try this once which might help you to clear up things:
Suppose I have a file test.txt and I have content Hello in the file which is currently in my repository. Now I change the file and add World and do git status:
On branch master
Changes not staged for commit:
  (use "git add <file>..." to update what will be committed)
  (use "git checkout -- <file>..." to discard changes in working directory)
    modified:   test.txt
And when I check git diff it will show something like this:
--- a/test.txt
+++ b/test.txt
@@ -1 +1 @@
-Hello
+Hello World
Now if I stage this file and check git status:
On branch master
Changes to be committed:
  (use "git reset HEAD <file>..." to unstage)
    modified:   test.txt
Now I observe I forgot to add exclamation mark to the text so I add that and check git status again:
On branch master
Changes to be committed:
  (use "git reset HEAD <file>..." to unstage)
    modified:   test.txt
Changes not staged for commit:
  (use "git add <file>..." to update what will be committed)
  (use "git checkout -- <file>..." to discard changes in working directory)
    modified:   test.txt
So you can see that we have the same file in staged and unstaged area both. And when I check git diff it shows me this:
--- a/test.txt
+++ b/test.txt
@@ -1 +1 @@
-Hello World
+Hello World!
We have changed Hello World which is in staged area right now to Hello World!, so it compared to the staged area. And now if I check git diff --staged:
--- a/test.txt
+++ b/test.txt
@@ -1 +1 @@
-Hello
+Hello World
This compares the staged changes to the HEAD (the last commit). As I have not staged the ! change it is not showing it here. And finally when I will do git diff HEAD it will show this:
--- a/test.txt
+++ b/test.txt
@@ -1 +1 @@
-Hello
+Hello World!
The changes between HEAD (the last commit) and your Working Directory. As the HEAD has only Hello in the file and in your Working Directory you have changed it to Hello World! (it doesn't matters that you have not staged the ! change, it will just look the file for changes whether they are staged or unstaged).
Hope this helps.