What is the difference between "that's odd", "that's weird", and "that's strange"?

While they may be used interchangeably in casual conversation, they actually have different meanings. From an etymological dictionary:

• Odd (a jut of land): something not usual or expected. Has no special positive or negative connotation. Winning a lottery would be odd but neither weird nor strange.

• Weird (fated): Something supernatural or beyond human understanding. A fortune-teller predicting your future would be weird, but probably neither odd nor strange.

• Strange (foreign): Something unfamiliar. A type of material (rock, cloth, or such) you've never seen before would be strange but not weird, and odd only if it were otherwise unusual or rare.

There isn't a lot of difference between them - they can be used almost interchangeably. To the extent that there is a difference (and anyone pays attention to the fine gradations in the terms), then:

• "That's odd" indicates the least surprise.
• "That's strange" indicates a bit more surprise.
• "That's weird" indicates more puzzlement and disbelief.

None of them expresses outright disbelief in whatever is being discussed, but there is always a background sentiment of "that should not be happening; are you sure it did?".