Interrogatories are usually questions requiring your version of facts and of your claims. Often, they are not fair questions, and your attorney will help you decide what you should object to. Requests for admission are not often used, but can be a very powerful tool. They ask a party to admit or deny certain facts, and they carry with them penalties for not answering, for answering falsely, or even answering late. Document production is pretty much self-explanatory.
Any party has a right to see most documents that even arguably relate to a case.
Particularly in business litigation, the documents involved can be voluminous. In a case where lost profits are at issue, for example, virtually every bit of financial data of the business claiming lost profits is relevant. Most lawyers will be willing to look at documents with you where you work, and take copies of what they need. Increasingly, courts are allowing access to computer files as part of document discovery. Depositions are sworn statements, where a person will answer questions from an attorney, and a court reporter will make a transcript.