What is the relationship and difference between elder sister, second sister and third sister?

Relationship: Sister, Second Sister and Third Sister are all sisters.

Difference: Big sister is a general name, while Big Sister, Second Sister and Third Sister are specific names. You can call your elder sister, second sister and third sister, but you can't call them elder sister, second sister and third sister. As far as age is concerned, eldest sister > second sister > third sister, eldest sister is not necessarily in which range, but she must be older than you.