Difference between "vague", "unclear" and "ambiguous"

Vague means that the information is lacking in detail - if you give a vague description of something, the listener/reader won't be able to imagine the subject with much precision.

Unclear could mean the same but also might suggest that the information is confusing, either as a result of poor use of language or perhaps through contradicting information.

Ambiguous is when something can have more than one meaning or refer to more than one subject and the listener/reader might have difficulty knowing exactly what it is you are describing.

'Vague' is used where something lacks precision or detail, while 'ambiguous' is something that could have two meanings, or is open to interpretation.

"Where is David?" ~ "He is in Europe" is vague, as Europe is a big place and David could be in any of it.

"I saw David in my car" is ambiguous, because it is not clear whether 'I' or 'David' was in the car.