An action is any tracked event such as Custom Actions that you're tracking. With the standard snippet, out of the box, we track 'pageview' events. This is considered an action. You can customize your tracking to record other important actions that you wish to track on your site. These can be things like clicking a button, signing up for a subscription, making a payment, etc.
Example of a 'Played Song' action in a user's profile.
Visitor data is any information about the person that's visiting your site or app and requires customized tracking that your developer will need to implement. Visitor data are things like name, email, company, phone number, etc.
Example of Visitor Data in a user's profile.
Visit data is automatically tracked at the start of a session and with events. This data includes Generated Data Fields like browser type, operating system, timestamp, ip address, location, screen resolution, etc.
Example of Visit Data in a user's profile.