An option is not one number. It is a position whose risk comes from several at once: what it is worth now, how fast it moves, and how time decays. The Greeks are the names of those parts.
About 1 min of reading
Compute the parts of one position
Write the position
Before you run it, say out loud what it will print. Then open the answer.
Sum the linear part
Before you run it, say out loud what it will print. Then open the answer.
Name the part that is not summed
Before you run it, say out loud what it will print. Then open the answer.
A table is right at one moment and wrong the next. A function is right at every moment you can name.
Portfolio delta is a sum, portfolio gamma is not. Adding curvature across positions is the error that makes a book look safe.
Delta is the change in value for a move in the underlying. It is the part that behaves like a stock position.
Gamma is the curvature. It is why two positions with the same delta can have very different risk.
Theta is the time cost. It is the only Greek that is a rate, and rates are the ones that compound.
Each one is defined here on this site. Open the entry for the full definition and the other words it points at.