Estonia, Latvia, and Lithuania are called the Baltic States, a grouping based on geopolitical rather than linguistic similarity.
From a linguistics perspective, Lithuanian and Latvian are both Baltic languages, whereas Estonian is a Uralic language.
As Baltic languages, Lithuanian and Latvian are part of the Balto-Slavic language family and more generally part of the Indo-European language family (which includes the majority of languages spoken in Europe).
As a Uralic language, Estonian is related to the Finnish language and distantly related to Hungarian, but it is not part of the Indo-European family of languages.
Basically, Lithuanian and Latvian are similar languages. In contrast, Estonian is not similar to either Lithuanian or Latvian. This will become very clear as we compare some of their vocabulary in the table below.
The high degree of lexical similarity between Lithuanian and Latvian, and the low degree of lexical similarity between both these languages and Estonian becomes apparent when comparing some of their vocabulary words in the table below.
Lithuanian and Latvian have many similar vocabulary words in common. Typically these pairs of similar words are inherited from their common ancestor language, Proto-Slavic, and may even come from their earlier ancestor language, Proto-Indo-European.
For instance, the word “white” is “baltas” in Lithuanian, and “balts” in Latvian. These words come from the Proto-Indo-European language, which explains why they are also somewhat similar to the Polish equivalent, “biały”, the Czech word “bílý” and even the French word “blanc”.
In contrast, the Estonian word for “white”, which is “valge”, is related to the Finnish word “valkea” (white), but it is very different from the Lithuanian and Latvian terms because it does not originate from the Proto-Indo-European language.
In contrast to Lithuanian and Latvian, Estonian is a genderless language. In particular gendered pronouns don't exist in Estonian but they do exist in Lithuanian and Latvian.
In Estonian, the English pronouns “he” and “she” both translate to the same pronoun (“ta”). In Lithuanian and Latvian, there is a masculine pronoun and a feminine pronoun.
Estonian is not the only language in which gendered pronouns don’t exist. This is also the case for Finnish and Hungarian, which like Estonian belong to the family of Uralic languages.
In Lithuanian and Latvian, each noun has a gender, whereas in Estonian nouns don’t have genders.
For example, in Lithuanian, the word “mėnulis” (moon) is masculine. Similarly, in Latvian, the word “mēness” (moon) is also masculine. In Estonian, the corresponding word is “kuu” and like all Estonian nouns, it doesn’t have a gender.
Another example: in Lithuanian, the word “saulė” (sun) is feminine. Similarly, in Latvian, the word “saule” (sun) is also feminine. In Estonian, the corresponding word (“päike”) has no gender.
The Foreign Service Institute ranks languages into 4 categories according to how difficult they are for English speakers to learn.
Category 1 includes the languages which are the easiest for English speakers to learn. These languages are generally the most similar to English, and include Dutch, Spanish, Italian, and a few others.
At the other end of the spectrum, category 4 contains languages which are exceptionally difficult for English speakers to learn. Examples of languages in this category are Chinese, Japanese, and Arabic.
Lithuanian, Latvian, and Estonian are all three classified as category 3 languages. This is the category of “difficult languages” which present significant linguistic differences compared to English.
They estimate that Lithuanian, Latvian, and Estonian each require approximately 1100 hours of classroom instruction for the student to reach a working knowledge of one of these languages.
Grammatical cases are one of the difficult aspects of learning either Lithuanian, Latvian or Estonian. Lithuanian and Latvian each have 7 grammatical cases, and Estonian has 14 grammatical cases.
Another difficulty presented by these languages is their vocabulary. Although Lithuanian and Latvian belong to the Indo-European language family (as does English), they don’t have a lot of vocabulary overlap with English.
In the vocabulary table above, you may have recognized the Lithuanian and Latvian words “ugnis” and “uguns” as being cognates with the Latin word “ignis” which has produced the English word “ignite”. But you probably did not recognize many others.
Estonian being a language outside of the Indo-European family, certainly does not have a lot of similar vocabulary words with English.Conclusion
The geographic proximity of Lithuania, Latvia, and Estonia does not translate to a linguistic proximity of their languages, Lithuanian, Latvian, and Estonian.
Although Lithuanian and Latvian are similar languages, Estonian is unrelated to both Lithuanian and Latvian. Estonian is similar to Finnish (interesting fact: Helsinki, the capital of Finland, is situated just 50 miles north of Tallinn, the capital of Estonia).
For more on this topic, see this comparison of Lithuanian and Polish.
To continue learning about the similarities and differences between Lithuanian, Latvian, and Estonian have a look at these lists: