What are the differences between saves in Skyrim?

Autosaves happen automatically according to your settings (On waiting, resting, fast traveling, changing location, or having the character menu open for a number of minutes). 3 autosaves are kept. Quicksaves are made on demand, and only 1 backup copy is kept. Regular saves are made on demand, and remain until you delete or overwrite them. Considering how many quest-breaking bugs there still are, you will likely regret not making a regular save every few hours.

You will always be able to load a save that hasn't been overwritten, which happens all the time to quick and autosaves. Unless it's corrupted, of course, which also happens not infrequently. Immediately reloading to a regular save you've made is recommended.

If you are on PC, using the save "name" console command can be immensely helpful. It is much easier to revert if your saves have meaningful names, rather than simply being numbered.